American Option Pricing using Simulation and Regression: Numerical Convergence Results

Lars Stentoft

Publikation: Bidrag til bog/antologi/rapportKonferencebidrag i proceedingsForskningpeer review

OriginalsprogEngelsk
TitelTopics in Numerical Methods for Finance
RedaktørerMark Cummins, Finbarr Murphy , John J.H. Miller
UdgivelsesstedNew York
ForlagSpringer
Publikationsdato2012
Sider57-94
ISBN (Trykt)978-1-4614-3432-0
ISBN (Elektronisk)978-1-4614-3433-7
StatusUdgivet - 2012
BegivenhedThe 3rd International Conference on Numerical Methods for Finance - Kemmy Business School (KBS), University of Limerick , Limerick, Irland
Varighed: 8 jun. 201110 jun. 2011
Konferencens nummer: 3
http://www.numericalmethodsforfinance.org/

Konference

KonferenceThe 3rd International Conference on Numerical Methods for Finance
Nummer3
LokationKemmy Business School (KBS), University of Limerick
LandIrland
ByLimerick
Periode08/06/201110/06/2011
Internetadresse
NavnSpringer Proceedings in Mathematics & Statistics
Vol/bind19
ISSN2194-1009

Bibliografisk note

CBS Bibliotek har ikke adgang til materialet

Citationsformater