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Iterative methods for pricing American options under the Bates model
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Scientific Computing. Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Numerical Analysis.
2013 (English)In: Procedia Computer Science, ISSN 1877-0509, E-ISSN 1877-0509, Vol. 18, 1136-1144 p.Article in journal (Refereed) Published
Place, publisher, year, edition, pages
2013. Vol. 18, 1136-1144 p.
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Computational Mathematics
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URN: urn:nbn:se:uu:diva-202008DOI: 10.1016/j.procs.2013.05.279ISI: 000321051200116OAI: oai:DiVA.org:uu-202008DiVA: diva2:630391
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International Conference on Computational Science (ICCS) 2013
Projects
eSSENCE
Available from: 2013-06-01 Created: 2013-06-18 Last updated: 2017-12-06Bibliographically approved

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von Sydow, Lina

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