JC Frisch | TU Delft Repository

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JC Frisch

Conference paper (1)

Journal article (1)

2 records found

1

TVD, WENO and blended BDF discretizations for Asian options

Journal article (2004) - Kees Oosterlee (author) , JC Frisch (author) , FJ Gaspar (author)

WENO and blended BDF discretizations for option pricing problems

Conference paper (2003) - Kees Oosterlee (author) , FJ Gaspar (author) , JC Frisch (author)