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 |
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 |