Repository: Freie Universität Berlin, Math Department

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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 Wed Nov 20 14:09:32 2024 CET.