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"A second order L0 stable algorithm for evaluating European options."

Ruppa K. Thulasiram et al. (2006)

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DOI: 10.1504/IJHPCN.2006.013486

access: closed

type: Journal Article

metadata version: 2020-07-09

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  - https://dblp.org/rec/journals/ijhpcn/ThulasiramZCTG06
Ruppa K. Thulasiram, Chen Zhen, Amit Chhabra, Parimala Thulasiraman, Abba B. Gumel:
A second order L0 stable algorithm for evaluating European options. Int. J. High Perform. Comput. Netw. 4(5/6): 311-320 (2006)

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