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Title:

A New Approach for American Option Pricing: The Dynamic Chebyshev Method

Document type:
Zeitschriftenaufsatz
Author(s):
Glau, Kathrin; Mahlstedt, Mirco; Pötz, Christian
Journal title:
SIAM Journal on Scientific Computing
Year:
2019
Journal volume:
41
Journal issue:
1
Pages contribution:
B153-B180
Fulltext / DOI:
doi:10.1137/18m1193001
Publisher:
Society for Industrial & Applied Mathematics (SIAM)
E-ISSN:
1064-82751095-7197
Date of publication:
01.01.2019
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