"Reduced Order Models for Pricing American Options under Stochastic ..."

Maciej Balajewicz, Jari Toivanen (2016)

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DOI: 10.1016/J.PROCS.2016.05.360

access: closed

type: Conference or Workshop Paper

metadata version: 2022-03-16

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Maciej Balajewicz, Jari Toivanen:
Reduced Order Models for Pricing American Options under Stochastic Volatility and Jump-Diffusion Models. ICCS 2016: 734-743

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