A NEW APPROACH FOR AMERICAN OPTION PRICING: THE DYNAMIC CHEBYSHEV METHOD
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Volume
41
Pagination
B153 - B180
DOI
10.1137/18M1193001
Journal
SIAM JOURNAL ON SCIENTIFIC COMPUTING
Issue
ISSN
1064-8275
Metadata
Show full item recordAuthors
Glau, K; Mahlstedt, M; Poetz, CCollections
- Mathematics [1472]