Institute of Information Theory and Automation

You are here

Bibliography

Research Report

An Iterative Two-Step Algorithm for American Option Pricing

Siddiqi A. H., Manchanda P., Kočvara Michal

: Institut für Angewandte Mathematik, (Erlangen 1998)

: Research Report 241

: IAA1075707, GA AV

: 12C

: BA

2019-01-07 08:39