Wavelet Galerkin pricing of American options on Lévy driven assets (Q3375382)
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scientific article; zbMATH DE number 5009968
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Wavelet Galerkin pricing of American options on Lévy driven assets |
scientific article; zbMATH DE number 5009968 |
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Wavelet Galerkin pricing of American options on Lévy driven assets (English)
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8 March 2006
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0.8406290411949158
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0.7945643663406372
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0.792975664138794
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