Valuation of American options via basis functions

Responsibility
by Tze Leung Lai, Samuel Po-Shing Wong.
Imprint
Stanford, Calif. : Dept. of Statistics, Stanford University, 2002.
Physical description
29 p. ; 28 cm.
Series
Technical report (Stanford University. Dept. of Statistics) ; no. 2002-28

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Librarian view | Catkey: 5051594