dc.contributor.author | BURKOVSKA, O | en_US |
dc.contributor.author | GLAU, KB | en_US |
dc.contributor.author | MAHLSTEDT,, M | en_US |
dc.contributor.author | WOHLMUTH, B | en_US |
dc.date.accessioned | 2019-07-01T13:48:26Z | |
dc.date.available | 2018-07-16 | en_US |
dc.date.issued | 2019-06-28 | en_US |
dc.date.submitted | 2018-10-15T14:29:39.702Z | |
dc.identifier.uri | https://qmro.qmul.ac.uk/xmlui/handle/123456789/58294 | |
dc.relation.ispartof | The Journal of Computational Finance | en_US |
dc.rights | This is a pre-copyedited, author-produced version of an article accepted for publication in The Journal of Computational Finance following peer review. The version of record is available https://www.risk.net/journal-of-computational-finance/6775421/complexity-reduction-for-calibration-to-american-options | |
dc.title | COMPLEXITY REDUCTION FOR CALIBRATION TO AMERICAN OPTIONS | en_US |
dc.type | Article | |
dc.rights.holder | © Infopro Digital Risk (IP) Limited (2019). | |
dc.identifier.doi | 10.21314/JCF.2019.367 | en_US |
pubs.notes | Not known | en_US |
pubs.publication-status | Published | en_US |
dcterms.dateAccepted | 2018-07-16 | en_US |
rioxxterms.funder | Default funder | en_US |
rioxxterms.identifier.project | Default project | en_US |