A3 Book section, Chapters in research books
An Operator Splitting Method for Pricing American Options (2008)

Ikonen, S., & Toivanen, J. (2008). An Operator Splitting Method for Pricing American Options. In P. Neittaanmäki, & R. Glowinski (Eds.), Partial Differential Equations Modelling and Numerical Simulation (16., pp. 279-292). Springer. Computational Methods in Applied Sciences. https://doi.org/10.1007/978-1-4020-8758-5_16

JYU authors or editors

Publication details

All authors or editors: Ikonen, Samuli; Toivanen, Jari

Parent publication: Partial Differential Equations Modelling and Numerical Simulation

Parent publication editors: Neittaanmäki, Pekka; Glowinski, Roland

ISBN: 978-1-4020-8757-8

Edition: 16

Journal or series: Computational Methods in Applied Sciences

Publication year: 2008

Pages range: 279-292

Publisher: Springer

Publication language: English

DOI: https://doi.org/10.1007/978-1-4020-8758-5_16

Publication open access: Not open

Publication channel open access: 

Contributing organizations

Ministry reporting: Yes

Preliminary JUFO rating: Not rated