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COMPLEXITY REDUCTION FOR CALIBRATION TO AMERICAN OPTIONS

dc.contributor.authorBURKOVSKA, Oen_US
dc.contributor.authorGLAU, KBen_US
dc.contributor.authorMAHLSTEDT,, Men_US
dc.contributor.authorWOHLMUTH, Ben_US
dc.date.accessioned2019-07-01T13:48:26Z
dc.date.available2018-07-16en_US
dc.date.issued2019-06-28en_US
dc.date.submitted2018-10-15T14:29:39.702Z
dc.identifier.urihttps://qmro.qmul.ac.uk/xmlui/handle/123456789/58294
dc.relation.ispartofThe Journal of Computational Financeen_US
dc.rightsThis 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.titleCOMPLEXITY REDUCTION FOR CALIBRATION TO AMERICAN OPTIONSen_US
dc.typeArticle
dc.rights.holder© Infopro Digital Risk (IP) Limited (2019).
dc.identifier.doi10.21314/JCF.2019.367en_US
pubs.notesNot knownen_US
pubs.publication-statusPublisheden_US
dcterms.dateAccepted2018-07-16en_US
rioxxterms.funderDefault funderen_US
rioxxterms.identifier.projectDefault projecten_US


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