Author of the publication

Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions

, , and . Journal of Economic Dynamics and Control, 23 (9-10): 1387--1424 (September 1999)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Hedging diffusion processes by local risk minimization with applications to index tracking, , and . Journal of Economic Dynamics and Control, 31 (7): 2135--2151 (July 2007)Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions, , and . Journal of Economic Dynamics and Control, 23 (9-10): 1387--1424 (September 1999)