An Irregular Grid Approach for Pricing High Dimensional American Options

S.J. Berridge and Johannes Schumacher
Additional contact information
S.J. Berridge: Tilburg University, School of Economics and Management

Other publications TiSEM from Tilburg University, School of Economics and Management

Date: 2002
References: Add references at CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
https://repository.tilburguniversity.edu/bitstream ... fb093dc1ff1/download (application/pdf)

Related works:
Working Paper: An Irregular Grid Approach for Pricing High-Dimensional American Options (2004)
Working Paper: An Irregular Grid Approach for Pricing High-Dimensional American Options (2004)
Working Paper: An Irregular Grid Approach for Pricing High Dimensional American Options (2002)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:tiu:tiutis:416a6d43-3466-47e0-b656-d3f60a23915f

Access Statistics for this paper

More papers in Other publications TiSEM from Tilburg University, School of Economics and Management
Bibliographic data for series maintained by Richard Broekman ().