Basket

    1.
    0410880 - UTIA-B 20020094 RIV DE eng J - Journal Article
    Kočvara, Michal
    A fast iterative algorithm for American option pricing.
    Solutions. Roč. 6, č. 1 (2002), s. 57-66
    R&D Projects: GA AV ČR IAA1075005
    Institutional research plan: CEZ:AV0Z1075907
    Keywords : iterative algorithm * American option pricing * linear complementary problems
    Subject RIV: BA - General Mathematics
    Permanent Link: http://hdl.handle.net/11104/0130967
     
     

  This site uses cookies to make them easier to browse. Learn more about how we use cookies.

Accept allSettingsReject all