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



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Date Issued:  [2000 TO 2024]

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PreviewAuthor(s)TitleTypeIssue Date
1Gerhold, Stefan Lévy-Sheffer Systems and the Longstaff-Schwartz Algorithm for American Option PricingPräsentation Presentation2008