OpenAlex | An object-oriented framework for valuing shout options on high-performance computer architectures

An object-oriented framework for valuing shout options on high-performance computer architectures

Work

Year: 2003

Type: article

Source: Journal of Economic Dynamics and Control

Authors H. Windcliff, K.R. Vetzal, Peter Forsyth, Arun Verma, Thomas F. Coleman

Institutions University of Waterloo, Applied Mathematics (United States), Cornell University

Cites: 26

Cited by: 14

Related to: 10

FWCI: 0.89

Citation percentile (by year/subfield): 66.03

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green