CREATES

Efficient Numerical Pricing of American Call Options using Symmetry Arguments

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

DOI

Original languageEnglish
JournalJournal of Risk and Financial Management
Volume12
Issue2
Pages (from-to)59
DOIs
Publication statusPublished - 2019
Externally publishedYes

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ID: 180399837