"Implementing option-pricing models using software synthesis."

James Gatheral et al. (1999)

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DOI: 10.1109/5992.805136

access: closed

type: Journal Article

metadata version: 2020-03-12

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  - https://dblp.org/rec/journals/cse/GatheralEHLLKR99
James Gatheral, Yonathan Epelbaum, Jining Han, Kishor Laud, Olga Lubovitsky, Elaine Kant, Curt Randall:
Implementing option-pricing models using software synthesis. Comput. Sci. Eng. 1(6): 54-64 (1999)

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