Title of article :
Evaluation of American option prices in a path integral framework using Fourier–Hermite series expansions
Author/Authors :
Carl Chiarella، نويسنده , , Nadima El-Hassan، نويسنده , , Adam Kucera، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1999
Pages :
38
From page :
1387
To page :
1424
Keywords :
Path integrals , American Options , Fourier}Hermite series expansions
Journal title :
Journal of Economic Dynamics and Control
Serial Year :
1999
Journal title :
Journal of Economic Dynamics and Control
Record number :
237682
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=237682
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