WENO and blended BDF discretizations for option pricing problems
Conference Paper
(2003)
Author(s)
CW Oosterlee (TU Delft - Numerical Analysis)
FJ Gaspar (External organisation)
JC Frisch (External organisation)
Research Group
Numerical Analysis
To reference this document use:
https://resolver.tudelft.nl/uuid:9d183796-9824-49ab-b782-f4552eb14ff1
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Publication Year
2003
Research Group
Numerical Analysis
Pages (from-to)
419-428
ISBN (print)
88-470-0180-3
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