Fast and accurate calculation of American option prices
Crossref DOI link: https://doi.org/10.1007/s10203-018-0224-1
Published Online: 2018-11-21
Published Print: 2018-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ballestra, Luca Vincenzo http://orcid.org/0000-0001-7205-6319
Text and Data Mining valid from 2018-11-01
Article History
Received: 20 February 2018
Accepted: 11 November 2018
First Online: 21 November 2018