Publication
Title
Numerical dolution of a two-asset option valuation PDE by ADI finite difference discretization
Author
Abstract
Language
English
Source (journal)
AIP conference proceedings / American Institute of Physics. - New York
APPLIED MATHEMATICS 2014 (ICNAAM-2014)
Source (book)
International Conference on Numerical Analysis and Applied Mathematics, (ICNAAM), SEP 22-28, 2014, Rhodes, GREECE
Publication
Melville : Amer inst physics, 2015
ISBN
978-0-7354-1287-3
Volume/pages
1648(2015), 4 p.
ISI
000355339700007
Full text (Publisher's DOI)
Full text (open access)
UAntwerpen
Faculty/Department
Research group
Publication type
Subject
Affiliation
Publications with a UAntwerp address
External links
Web of Science
Record
Identification
Creation 02.07.2015
Last edited 08.12.2018
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