Pricing high-dimensional American options using local consistency conditions

S.J. Berridge, J.M. Schumacher

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

4 Citations (Scopus)
Original languageEnglish
Title of host publicationNumerical Methods for Finance
EditorsJ. Miller, D. Edelman, J. Appleby
Place of PublicationLondon
PublisherChapman & Hall/CRC
Number of pages293
ISBN (Print)139781584889250
Publication statusPublished - 2007

Publication series

NameFinancial Mathematics Series

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