%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 }