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Mendeley readers
| Chapter title |
Optimal Hedging of American Options in Discrete Time
|
|---|---|
| Chapter number | 5 |
| Book title |
Numerical Methods in Finance
|
| Published by |
Springer, Berlin, Heidelberg, January 2012
|
| DOI | 10.1007/978-3-642-25746-9_5 |
| Book ISBNs |
978-3-64-225745-2, 978-3-64-225746-9
|
| Authors |
Bruno Rémillard, Alexandre Hocquard, Hugues Langlois, Nicolas Papageorgiou |
Mendeley readers
The data shown below were compiled from readership statistics for 8 Mendeley readers of this research output. Click here to see the associated Mendeley record.
Geographical breakdown
| Country | Count | As % |
|---|---|---|
| Unknown | 8 | 100% |
Demographic breakdown
| Readers by professional status | Count | As % |
|---|---|---|
| Other | 3 | 38% |
| Lecturer | 1 | 13% |
| Professor | 1 | 13% |
| Researcher | 1 | 13% |
| Professor > Associate Professor | 1 | 13% |
| Other | 1 | 13% |
| Readers by discipline | Count | As % |
|---|---|---|
| Business, Management and Accounting | 3 | 38% |
| Mathematics | 2 | 25% |
| Economics, Econometrics and Finance | 2 | 25% |
| Physics and Astronomy | 1 | 13% |