Componentwise splitting methods for pricing American options under stochastic volatility

Componentwise splitting methods for pricing American options under stochastic volatility

datePublished

• 2005

description

• kuvitettu

identifier

• propertyID: FI-FENNI value: 800915
• propertyID: FI-MELINDA value: 000386340
• propertyID: skl value: fx800915

isbn

• 9513921948

isPartOf

• Fennica
• Reports of the Department of Mathematical Information Technology / University of Jyväskylä. Series B, Scientific Computing

name

• Componentwise splitting methods for pricing American options under stochastic volatility

numberOfPages

• 29, [2] s.

P60048

• <http://rdaregistry.info/termList/RDACarrierType/1049>

P60050

• <http://rdaregistry.info/termList/RDAMediaType/1007>

publication

• location: Jyväskylä organizer: Jyväskylän kasvatusopillinen korkeakoulu Jyväskylän yliopisto

publisher

• Jyväskylän kasvatusopillinen korkeakoulu
• Jyväskylän yliopisto