"A numerical analysis of variational valuation techniques for derivative ..."

I. Sapariuc, Michael D. Marcozzi, J. E. Flaherty (2004)

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DOI: 10.1016/J.AMC.2003.10.041

access: closed

type: Journal Article

metadata version: 2020-02-21

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I. Sapariuc, Michael D. Marcozzi, J. E. Flaherty:
A numerical analysis of variational valuation techniques for derivative securities. Appl. Math. Comput. 159(1): 171-198 (2004)

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