Fast and accurate calculation of American option prices
Work
Year: 2018
Type: article
Author Luca Vincenzo Ballestra
Institution University of Bologna
Cites: 52
Cited by: 8
Related to: 10
FWCI: 1.372
Citation percentile (by year/subfield): 77.39
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: closed