Pricing American options using LU decomposition
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Pricing American options using LU decomposition
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| Physical Description |
20, [2] sivua : kuvitettu ; 26 cm |
|---|---|
| Language |
English |
| Language of Original Work |
English |
| Publisher |
Jyväskylä :
University of Jyväskylä,
2004.
|
| Series | Reports of the Department of Mathematical Information Technology, Series B, Scientific computing, ISSN 1456-436X; 4/2004. |
| Classification | |
| Additional Information | Samuli Ikonen, Jari Toivanen |
| ISBN |
951-39-1857-2 nidottu |
| Get full text | |