Pricing Bermudan options using low-discrepancy mesh methods.
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| Title: | Pricing Bermudan options using low-discrepancy mesh methods. |
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| Authors: | BOYLE, PHELIM P.1 (AUTHOR), KOLKIEWICZ, ADAM W.2 (AUTHOR), TAN, KEN SENG2 (AUTHOR) kstan@uwaterloo.ca |
| Source: | Quantitative Finance. Jun2013, Vol. 13 Issue 6, p841-860. 20p. 1 Diagram, 6 Charts, 6 Graphs. |
| Database: | Mathematics Source |
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| FullText | Links: – Type: pdflink Text: Availability: 1 |
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| Header | DbId: msf DbLabel: Mathematics Source An: 88213128 AccessLevel: 2 PubType: Academic Journal PubTypeId: academicJournal PreciseRelevancyScore: 0 |
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| Items | – Name: Title Label: Title Group: Ti Data: Pricing Bermudan options using low-discrepancy mesh methods. – Name: Author Label: Authors Group: Au Data: <searchLink fieldCode="AR" term="%22BOYLE%2C+PHELIM+P%2E%22">BOYLE, PHELIM P.</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22KOLKIEWICZ%2C+ADAM+W%2E%22">KOLKIEWICZ, ADAM W.</searchLink><relatesTo>2</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22TAN%2C+KEN+SENG%22">TAN, KEN SENG</searchLink><relatesTo>2</relatesTo> (AUTHOR)<i> kstan@uwaterloo.ca</i> – Name: TitleSource Label: Source Group: Src Data: <searchLink fieldCode="JN" term="%22Quantitative+Finance%22">Quantitative Finance</searchLink>. Jun2013, Vol. 13 Issue 6, p841-860. 20p. 1 Diagram, 6 Charts, 6 Graphs. |
| PLink | https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=msf&AN=88213128 |
| RecordInfo | BibRecord: BibEntity: Identifiers: – Type: doi Value: 10.1080/14697688.2013.776699 Languages: – Code: eng Text: English PhysicalDescription: Pagination: PageCount: 20 StartPage: 841 Titles: – TitleFull: Pricing Bermudan options using low-discrepancy mesh methods. Type: main BibRelationships: HasContributorRelationships: – PersonEntity: Name: NameFull: BOYLE, PHELIM P. – PersonEntity: Name: NameFull: KOLKIEWICZ, ADAM W. – PersonEntity: Name: NameFull: TAN, KEN SENG IsPartOfRelationships: – BibEntity: Dates: – D: 01 M: 06 Text: Jun2013 Type: published Y: 2013 Identifiers: – Type: issn-print Value: 14697688 Numbering: – Type: volume Value: 13 – Type: issue Value: 6 Titles: – TitleFull: Quantitative Finance Type: main |
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