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 Style AAA Style APA 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. In PAMM: Proceedings in Applied Mathematics and Mechanics (Vol. 7, pp. 1024003–1024004). Wiley.

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