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Villeneuve, Stéphane and Zanette, A. (2002) Parabolic A.D.I. Methods for Pricing American Options on two Stocks. Mathematics of Operations Research, 27. pp. 121-149.

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Item Type: Article
Language: English
Date: 2002
Refereed: Yes
Subjects: B- ECONOMIE ET FINANCE
Divisions: TSM Research (Toulouse), TSE-R (Toulouse)
Site: UT1
Date Deposited: 18 Jan 2012 05:45
Last Modified: 02 Apr 2021 15:33
OAI Identifier: oai:tse-fr.eu:24722
URI: https://publications.ut-capitole.fr/id/eprint/962
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