Comparison of two algorithms to solve the fixed-strike Amerasian options pricing problem
- Bermudez, Alfredo
- Rodriguez-Nogueiras, Maria
- Vazquez, Carlos
- Figueiredo, IN (coord.)
- Rodrigues, JF (coord.)
- Santos, L (coord.)
ISBN: 978-3-7643-7718-2
Year of publication: 2007
Volume: 154
Pages: 95-97
Congress: Free Boundary Problems Conference (FBP2005)
Type: Conference paper