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%0 Journal Article
%1 Chiarella1999
%A Chiarella, Carl
%A El-Hassan, Nadima
%A Kucera, Adam
%D 1999
%J Journal of Economic Dynamics and Control
%K Path integrals
%N 9-10
%P 1387--1424
%T Evaluation of American option prices in a path integral framework
using Fourier-Hermite series expansions
%U http://www.sciencedirect.com/science/article/B6V85-3Y9RKX5-7/1/b8f93225c5a2e5b31750352ba5ad2c45
%V 23
@article{Chiarella1999,
added-at = {2008-04-22T15:17:45.000+0200},
author = {Chiarella, Carl and El-Hassan, Nadima and Kucera, Adam},
biburl = {https://www.bibsonomy.org/bibtex/259bf9b8d3a46136eb3fde88cf2290f55/smicha},
interhash = {81149a62c18f745fb35294055bd8762a},
intrahash = {59bf9b8d3a46136eb3fde88cf2290f55},
journal = {Journal of Economic Dynamics and Control},
keywords = {Path integrals},
month = Sep,
number = {9-10},
pages = {1387--1424},
timestamp = {2008-04-22T15:22:14.000+0200},
title = {Evaluation of American option prices in a path integral framework
using Fourier-Hermite series expansions},
url = {http://www.sciencedirect.com/science/article/B6V85-3Y9RKX5-7/1/b8f93225c5a2e5b31750352ba5ad2c45},
volume = 23,
year = 1999
}