Publication
Title
Efficient computation of option price sensitivities for options of American style
Author
Abstract
Language
English
Source (journal)
Wilmott
Publication
2004
ISSN
1540-6962
Volume/pages
(2004), p. 72-81
Full text (publisher's version - intranet only)
UAntwerpen
Faculty/Department
Publication type
Subject
External links
Record
Identification
Creation 03.03.2015
Last edited 10.12.2015