Repository: Freie Universität Berlin, Math Department

Browse by Authors

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Date | Item Type
Jump to: 2008
Number of items: 1.

2008

Forster, R. and Kornhuber, R. and Mautner, K. and Sander, O. (2008) Fast and reliable pricing of American options with local volatility. In: Domain Decomposition Methods in Science and Engineering XVII. Lecture Notes in Computational Science and Engineering, 60 . Springer Berlin Heidelberg, pp. 383-390. ISBN 978-3-540-75198-4

This list was generated on Sat Dec 21 16:57:25 2024 CET.