Conference on Numerical Methods for American and Bermudan Options
Event name
Conference on Numerical Methods for American and Bermudan Options
Event type
Event for scientific audience
Start date
18-10-2008
Location
Vienna, Austria
Country
Austria
Event format Veranstaltungsformat
On Site
Results 1-1 of 1 (Search time: 0.001 seconds).
| Preview | Authors / Editors | Title | Type | Issue Date | |
|---|---|---|---|---|---|
| 1 | Gerhold, Stefan | Lévy-Sheffer Systems and the Longstaff-Schwartz Algorithm for American Option Pricing | Präsentation Presentation | 2008 |