Comparison of two algorithms to solve the fixed-strike amerasian options pricing problem

  1. Bermúdez, A.
  2. Rodríguez-Nogueiras, M.
  3. Vázquez, C.
Book Series:
International Series of Numerical Mathematics

ISSN: 2296-6072,  0373-3149

Year of publication: 2007

Volume: 154

Pages: 95-106

Type: Book chapter

DOI: 10.1007/978-3-7643-7719-9_10 GOOGLE SCHOLAR
Data source: Scopus