"Howard's algorithm for high-order approximations of American options under ..."

Nawdha Thakoor et al. (2020)

> Home

Details and statistics

DOI: 10.1007/S41060-018-00173-X

access: closed

type: Journal Article

metadata version: 2023-06-26

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/ijdsa/ThakoorBTB20
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/ijdsa/ThakoorBTB20
Nawdha Thakoor, Dhiren Kumar Behera, Désiré Yannick Tangman, Muddun Bhuruth:
Howard's algorithm for high-order approximations of American options under jump-diffusion models. Int. J. Data Sci. Anal. 10(2): 193-203 (2020)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.