Pricing American options with the SABR model
| Authors |
|
| Publication date |
2009
|
| Book title |
Proceedings of the 2009 IEEE International Symposium on Parallel and Distributed Processing
|
| Book subtitle |
Rome
|
| Event |
the 2009 IEEE International Symposium on Parallel and Distributed Processing
|
| Publisher |
IEEE
|
| Organisations |
-
Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
|
| Document type |
Conference contribution
|
| Note |
ISBN 978-1-4244-3751-1
|
| Language |
English
|
|
Permalink to this page
|
Back