Using Richardson extrapolation techniques to price American options with alternative stochastic processes

Chuang Chang Chang, Jun Biao Lin, Wei Che Tsai, Yaw Huei Wang

研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

7 引文 斯高帕斯（Scopus）

指紋

深入研究「Using Richardson extrapolation techniques to price American options with alternative stochastic processes」主題。共同形成了獨特的指紋。

Keyphrases

Mathematics

Economics, Econometrics and Finance

Engineering

Earth and Planetary Sciences