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- Title:
Complexity reduction for calibration to American options
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Burkovska, Olena; Glau, Kathrin; Mahlstedt, Mirco; Wohlmuth, Barbara
- Journal title:
- Journal of Computational Finance
- Year:
- 2019
- Journal volume:
- 23
- Month:
- June
- Journal issue:
- 1
- Pages contribution:
- 25--60
- Fulltext / DOI:
- doi:10.21314/jcf.2019.367
- Publisher:
- Infopro Digital Services Limited
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