Work

Pricing American Options Using LU Decomposition

Year: 2007

Type: article

Authors: Samuli Ikonen, Jari Toivanen

Institution: University of Jyväskylä

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1524518994

FWCI: 7.097

Cites: 36

Cited by: 41

Related to: 10