Stop the war!

Остановите войну!

for scientists:

default search action

combined dblp search
author search
venue search
publication search

ask others

"A direct LU solver for pricing American bond options under Hull-White model."

Antonio Falcó, Lluis Navarro, Carlos Vázquez (2017)

> Home

Details and statistics

DOI: 10.1016/J.CAM.2016.05.003

access: open

type: Journal Article

metadata version: 2021-02-16

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/jcam/FalcoNV17
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/jcam/FalcoNV17
Antonio Falcó, Lluis Navarro, Carlos Vázquez:
A direct LU solver for pricing American bond options under Hull-White model. J. Comput. Appl. Math. 309: 442-455 (2017)

a service of

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.