The CONV method for pricing options

2008

Presented at the International Conference on Industrial and Applied Mathematics , Zürich, Switzerland

Additional Metadata
Keywords	option pricing, early-exercise options
THEME	Life Sciences (theme 5), Energy (theme 4)
Publisher	Wiley
Journal	PAMM: Proceedings in Applied Mathematics and Mechanics
Conference	International Conference on Industrial and Applied Mathematics
Organisation	Scientific Computing
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Lord, R., Fang, F., Bervoets, F.& Oosterlee, K. (2008). The CONV method for pricing options. PAMM: Proceedings in Applied Mathematics and Mechanics, 7(1), 1024003–1024004.

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