TVD, WENO and blended BDF discretizations for Asian options

Journal article (2004)

Authors

C.W. Oosterlee Numerical Analysis - EEMCS
JC Frisch External organisation
FJ Gaspar External organisation
Research Group
Numerical Analysis (EEMCS) (TU Delft)
Techniek
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Published Date

2004

Language

Undefined/Unknown

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Faculty

Electrical Engineering, Mathematics and Computer Science

Department

Delft Institute of Applied Mathematics

Research Group

Numerical Analysis