Fast and Reliable Pricing of American Options with Local Volatility / Forster, Ralf ; Kornhuber, Ralf ; Mautner, Karin ; Sander, Oliver
| Author: | Karin Mautner, Ralf Forster, Ralf Kornhuber, Oliver Sander |
|---|---|
| ISBN: | 978-3-540-75198-4 |
| Parent Title (English): | Domain Decomposition Methods in Science and Engineering XVII |
| Document Type: | Article |
| Language: | English |
| Year of Completion: | 2008 |
| Date of the Publication (Server): | 2012/12/18 |
| First Page: | 383 |
| Last Page: | 390 |
| Note: | Lecture Notes in Computational Sciece and Engineering ; 60 |
| Link: | http://dx.doi.org/10.1007/978-3-540-75199-1 |
| Zugriffsart: | bezahl |
| Institutes: | FH Aachen / Fachbereich Maschinenbau und Mechatronik |
