Fast and reliable pricing of American options with local volatility (Q3500080)
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scientific article; zbMATH DE number 5282899
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Fast and reliable pricing of American options with local volatility |
scientific article; zbMATH DE number 5282899 |
Statements
3 June 2008
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0.8393094539642334
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0.7896630764007568
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0.7878435254096985
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0.7830573916435242
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