D. M. Pooley, K. Vetzal, and P. A. Forsyth. Remedies for non-smooth payo#s in option pricing. J. Comput. Finance, 6:25--40, 2003. Home/Search Document Not in Database Summary Related Articles |
This paper is cited in the following contexts:
Componentwise Splitting Methods for Pricing American Options .. - Ikonen, Toivanen (2005) (Correct)
No context found.
D. M. Pooley, K. Vetzal, and P. A. Forsyth. Remedies for non-smooth payo#s in option pricing. J. Comput. Finance, 6:25--40, 2003.
Online articles have much greater impact More about CiteSeer.IST Add search form to your site Submit documents Feedback
CiteSeer.IST - Copyright Penn State and NEC