Publication
Title
A contour integral method for the Black-Scholes and Heston equations
Author
Abstract
Language
English
Source (journal)
SIAM journal on scientific computing. - Philadelphia, Pa
Publication
Philadelphia, Pa : 2011
ISSN
1064-8275
Volume/pages
33:2(2011), p. 763-785
ISI
000289973500014
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 25.03.2011
Last edited 07.08.2018
To cite this reference