Stop the war!

Остановите войну!

for scientists:

default search action

combined dblp search
author search
venue search
publication search

ask others

"A Contour Integral Method for the Black-Scholes and Heston Equations."

K. J. in 't Hout, J. A. C. Weideman (2011)

> Home

Details and statistics

DOI: 10.1137/090776081

access: closed

type: Journal Article

metadata version: 2020-07-30

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamsc/HoutW11
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamsc/HoutW11
K. J. in 't Hout, J. A. C. Weideman:
A Contour Integral Method for the Black-Scholes and Heston Equations. SIAM J. Sci. Comput. 33(2): 763-785 (2011)

a service of

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.