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"Pricing and hedging of financial derivatives using a posteriori error ..."

Kaj Nyström, Thomas Önskog (2010)

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DOI: 10.1016/J.CAM.2010.06.009

access: open

type: Journal Article

metadata version: 2021-02-16

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  dblp key:
  - journals/jcam/NystromO10
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  - https://dblp.org/rec/journals/jcam/NystromO10
Kaj Nyström, Thomas Önskog:
Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations. J. Comput. Appl. Math. 235(3): 563-592 (2010)

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