Title of article
Evaluation of American option prices in a path integral framework using Fourier–Hermite series expansions
Author/Authors
Carl Chiarella، نويسنده , , Nadima El-Hassan، نويسنده , , Adam Kucera، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1999
Pages
38
From page
1387
To page
1424
Keywords
Path integrals , American Options , Fourier}Hermite series expansions
Journal title
Journal of Economic Dynamics and Control
Serial Year
1999
Journal title
Journal of Economic Dynamics and Control
Record number
237682
Link To Document