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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.
Official URL : http://tse-fr.eu/pub/24722
| 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 |
