Error Bounds and Convergence for American Put Option Pricing Based on Translation-Invariant Markov Chains (Industriemathematick Und Angewandte Mathematik)

by Frederik S. Herzberg

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  • ISBN10 383225790X
  • ISBN13 9783832257903
  • Publish Date 31 December 2006
  • Publish Status Active
  • Publish Country DE
  • Imprint Shaker Verlag GmbH, Germany
  • Format Paperback
  • Pages 63
  • Language English