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"Comparison of Two Numerical Methods for Computation of American Type of ..."

Juri D. Kandilarov, Daniel Sevcovic (2011)

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DOI: 10.1007/978-3-642-29843-1_63

access: closed

type: Conference or Workshop Paper

metadata version: 2017-06-04

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  - conf/lssc/KandilarovS11
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Juri D. Kandilarov, Daniel Sevcovic:
Comparison of Two Numerical Methods for Computation of American Type of the Floating Strike Asian Option. LSSC 2011: 558-565

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