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                                       Details for article 2 of 6 found articles
 
 
  A STATE-SPACE PARTITIONING METHOD FOR PRICING HIGH-DIMENSIONAL AMERICAN-STYLE OPTIONS
 
 
Title: A STATE-SPACE PARTITIONING METHOD FOR PRICING HIGH-DIMENSIONAL AMERICAN-STYLE OPTIONS
Author: Jin, Xing
Tan, Hwee Huat
Sun, Junhua
Appeared in: Mathematical finance
Paging: Volume 17 (2007) nr. 3 pages 399-426
Year: 2007-07
Contents:
Publisher: Blackwell Publishing Inc, Malden, USA
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 2 of 6 found articles
 
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