Numerical Methods in Finance
Springer Berlin Heidelberg
Chapter title |
American Option Valuation with Particle Filters
|
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Chapter number | 2 |
Book title |
Numerical Methods in Finance
|
Published by |
Springer, Berlin, Heidelberg, January 2012
|
DOI | 10.1007/978-3-642-25746-9_2 |
Book ISBNs |
978-3-64-225745-2, 978-3-64-225746-9
|
Authors |
Bhojnarine R. Rambharat |