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Lattice Approximation Methods for American Type Options
Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. (Mathematics/Applied Mathematics)ORCID iD: 0000-0002-2626-5598
Stockholm University.
2013 (English)Report (Other academic)
Place, publisher, year, edition, pages
Stockholm: Stockholm University, 2013. , p. 35
Series
Research Report 2013:2, ISSN 1650-0377
National Category
Probability Theory and Statistics
Research subject
Mathematics/Applied Mathematics
Identifiers
URN: urn:nbn:se:mdh:diva-23100OAI: oai:DiVA.org:mdh-23100DiVA, id: diva2:669115
Available from: 2013-12-03 Created: 2013-12-03 Last updated: 2015-11-13Bibliographically approved

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Silvestrov, Dmitrii

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