COMPONENTWISE SPLITTING METHODS FOR PRICING AMERICAN...

International Journal of Theoretical and Applied Finance 2007 / 03 Vol. 10; Iss. 2

COMPONENTWISE SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY

IKONEN, SAMULI, TOIVANEN, JARI
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Volume:
10
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024907004202
Date:
March, 2007
File:
PDF, 403 KB
english, 2007
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