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- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Burkovska, Olena; Gaß, Maximilian; Glau, Kathrin; Mahlstedt, Mirco; Schoutens, Wim; Wohlmuth, Barbara
- Title:
- Calibration to American options: numerical investigation of the de-Americanization method
- Journal title:
- Quantitative Finance
- Year:
- 2018
- Journal volume:
- 18
- Month:
- feb
- Journal issue:
- 7
- Pages contribution:
- 1091--1113
- Fulltext / DOI:
- doi:10.1080/14697688.2017.1417622
- WWW:
- https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6034575/
- Publisher:
- Informa UK Limited
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