Publication
Title
ADI schemes for the efficient and stable numerical pricing of financial options via multidimensional partial differential equations
Author
Language
English
Publication
Antwerpen : Universiteit Antwerpen, Faculteit Wetenschappen, Departement Wiskunde-Informatica, 2013
Volume/pages
137 p. : ill.
UAntwerpen
Faculty/Department
Research group
Publication type
Subject
Affiliation
Publications with a UAntwerp address
External links
Record
Identification
Creation 20.12.2013
Last edited 21.12.2013
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