Spline Cubatures for Expectations of Diffusion Processes and Optimal Stopping in Higher Dimensions (with Computational Finance in View)

DOI10.1007/978-3-540-69532-5_15zbMath1152.65403OpenAlexW8457050MaRDI QIDQ3528740

Publication date: 17 October 2008

Published in: Mathematical Control Theory and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-69532-5_15

zbMATH Keywords

American-style put option

Mathematics Subject Classification ID

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