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Efficient Numerical Pricing of American Call Options using Symmetry Arguments

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Efficient Numerical Pricing of American Call Options using Symmetry Arguments. / Stentoft, Lars.

In: Journal of Risk and Financial Management, Vol. 12, No. 2, 2019, p. 59.

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

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Stentoft, Lars. / Efficient Numerical Pricing of American Call Options using Symmetry Arguments. In: Journal of Risk and Financial Management. 2019 ; Vol. 12, No. 2. pp. 59.

Bibtex

@article{de849065d8a04ea9ae5262601f233d54,
title = "Efficient Numerical Pricing of American Call Options using Symmetry Arguments",
author = "Lars Stentoft",
year = "2019",
doi = "10.3390/jrfm12020059",
language = "English",
volume = "12",
pages = "59",
journal = "Journal of Risk and Financial Management",
number = "2",

}

RIS

TY - JOUR

T1 - Efficient Numerical Pricing of American Call Options using Symmetry Arguments

AU - Stentoft, Lars

PY - 2019

Y1 - 2019

U2 - 10.3390/jrfm12020059

DO - 10.3390/jrfm12020059

M3 - Journal article

VL - 12

SP - 59

JO - Journal of Risk and Financial Management

JF - Journal of Risk and Financial Management

IS - 2

ER -