13

Projection and Contraction Method for the Valuation of American Options

Année:
2015
Langue:
english
Fichier:
PDF, 482 KB
english, 2015
31

Front-fixing FEMs for the pricing of American options based on a PML technique

Année:
2015
Langue:
english
Fichier:
PDF, 969 KB
english, 2015
44

Exact Closed-form Solutions for Lamb’s Problem

Année:
2018
Langue:
english
Fichier:
PDF, 752 KB
english, 2018