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"Accelerating Quadrature Methods for Option Valuation."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

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Anson H. T. Tse, David B. Thomas, Wayne Luk (2009)

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DOI: 10.1109/FCCM.2009.36

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

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Anson H. T. Tse, David B. Thomas, Wayne Luk:
Accelerating Quadrature Methods for Option Valuation. FCCM 2009: 29-36

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last updated on 2023-03-24 00:03 CET by the dblp team

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