Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions (Q1960553): Difference between revisions
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Revision as of 06:22, 5 March 2024
scientific article
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English | Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions |
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Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions (English)
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12 January 2000
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