Variational Formulation of American Option Prices in the...

SIAM Journal on Financial Mathematics 2019 / 01 Vol. 10; Iss. 1

Variational Formulation of American Option Prices in the Heston Model

Lamberton, Damien, Terenzi, Giulia
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
10
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/17M1158872
Date:
January, 2019
File:
PDF, 602 KB
2019
Conversion to is in progress
Conversion to is failed