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

Publications Publikationen



Results 1-1 of 1 (Search time: 0.001 seconds).

PreviewAuthors / EditorsTitleTypeIssue Date
1Gerhold, Stefan Lévy-Sheffer Systems and the Longstaff-Schwartz Algorithm for American Option PricingPräsentation Presentation2008