Quantitative Finance Collector is a blog on Quantitative finance analysis, financial engineering methods in mathematical finance focusing on derivative pricing, quantitative trading and quantitative risk management. Please help us spread the word:
Tags：american
| Title | Added by | Added on |
| [Review] Kalman Filter Week in Review 090212 | abiao | 2012/02/09 |
| [Review] Selected Papers of Third Day Conference 12162011 | abiao | 2011/12/21 |
| [Code » Other] Fast Least Squares Monte Carlo Simulation for American Option | abiao | 2011/10/09 |
| [Code » Matlab] Binomial tree for American option | abiao | 2009/05/20 |
| [Code » Matlab] Crank-Nicholson finite difference solution of American option | abiao | 2008/10/06 |
| [Code » Matlab] Pricing American Options | abiao | 2008/09/09 |
| [Code » C++] PSOR for American option | abiao | 2008/08/24 |
