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Valuation of American Options via Basis Functions - MaRDI portal

Valuation of American Options via Basis Functions (Q5273709)

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scientific article; zbMATH DE number 6743070
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English
Valuation of American Options via Basis Functions
scientific article; zbMATH DE number 6743070

    Statements

    title
    Valuation of American Options via Basis Functions (English)
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    author
    Tze Leung Lai
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    Samuel Po-Shing Wong
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    publication date
    12 July 2017
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    65K05
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    91G20
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    60G40
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    zbMATH DE Number
    6743070
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