Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions (Q1960553)
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scientific article; zbMATH DE number 1387452
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions |
scientific article; zbMATH DE number 1387452 |
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Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions (English)
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12 January 2000
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