TVD, WENO and blended BDF discretizations for Asian options
Journal Article
(2004)
Author(s)
CW Oosterlee (TU Delft - Numerical Analysis)
JC Frisch (External organisation)
FJ Gaspar (External organisation)
Research Group
Numerical Analysis
To reference this document use:
https://resolver.tudelft.nl/uuid:9a97b827-a273-4838-9485-f83876361129
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Publication Year
2004
Research Group
Numerical Analysis
Issue number
2-3
Volume number
6
Pages (from-to)
131-138
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