Media type: E-Book Title: Valuing American options using fast recursive projections Contributor: Cosma, Antonio [Author]; Galluccio, Stefano [Author]; Pederzoli, Paola [Author]; Scaillet, Olivier [Author] Published: Luxembourg: Center for Research in Economics and Management, University of Luxembourg, Faculty of Law, Economics and Finance, December, 2015 Published in: Centre for Research in Economics and Management: CREA discussion paper ; 20150020 Extent: 1 Online-Ressource (1 Seite) Language: English Keywords: Option pricing ; American option ; Bermudan option ; discrete transform ; discrete dividend paying stock ; suboptimal non-exercise ; numerical techniques ; Graue Literatur Origination: Footnote: Access State: Open Access