Fast numerical valuation of American, exotic and complex options (Q4541537): Difference between revisions

@@ Property / author @@
-Michael A. H. Dempster
@@ Property / author: Michael A. H. Dempster / rank @@
-Normal rank
@@ Property / author @@
+Michael A. H. Dempster
@@ Property / author: Michael A. H. Dempster / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/135048697334809
+Normal rank
@@ Property / OpenAlex ID @@
+W3125445564
@@ Property / OpenAlex ID: W3125445564 / rank @@
+Normal rank
@@ Property / cites work @@
+Binomial valuation of lookback options
@@ Property / cites work: Binomial valuation of lookback options / rank @@
+Normal rank
@@ Property / cites work @@
+Q4496110
@@ Property / cites work: Q4496110 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3344749
@@ Property / cites work: Q3344749 / rank @@
+Normal rank
@@ Property / cites work @@
+Equivalence of Linear Complementarity Problems and Linear Programs in Vector Lattice Hilbert Spaces
+Normal rank
@@ Property / cites work @@
+Q4365245
@@ Property / cites work: Q4365245 / rank @@
+Normal rank
@@ Property / cites work @@
+Variational inequalities and the pricing of American options
+Normal rank
@@ Property / cites work @@
+The pricing of the American option
@@ Property / cites work: The pricing of the American option / rank @@
+Normal rank