Valuation of American Options via Basis Functions (Q5273709)

From MaRDI portal
Revision as of 20:36, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article; zbMATH DE number 6743070
Language Label Description Also known as
English
Valuation of American Options via Basis Functions
scientific article; zbMATH DE number 6743070

    Statements

    title
    Valuation of American Options via Basis Functions (English)
    0 references
    author
    Tze Leung Lai
    0 references
    Samuel Po-Shing Wong
    0 references
    publication date
    12 July 2017
    0 references
    Mathematics Subject Classification ID
    91G60
    0 references
    65K05
    0 references
    91G20
    0 references
    60G40
    0 references
    zbMATH DE Number
    6743070
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5273709&oldid=29327343"
    Powered by MediaWiki