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Lötstedt, Per, Persson, Jonas, von Sydow, Lina, Tysk, Johan (2007) Space–time adaptive finite difference method for European multi-asset options. Computers & Mathematics with Applications, 53. 1159-1180 doi:10.1016/j.camwa.2006.09.014

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Reference TypeJournal (article/letter/editorial)
TitleSpace–time adaptive finite difference method for European multi-asset options
JournalComputers & Mathematics with Applications
AuthorsLötstedt, PerAuthor
Persson, JonasAuthor
von Sydow, LinaAuthor
Tysk, JohanAuthor
Year2007 (April)Volume53
PublisherElsevier BV
DOIdoi:10.1016/j.camwa.2006.09.014Search in ResearchGate
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Mindat Ref. ID6572086Long-form Identifiermindat:1:5:6572086:0
GUID0
Full ReferenceLötstedt, Per, Persson, Jonas, von Sydow, Lina, Tysk, Johan (2007) Space–time adaptive finite difference method for European multi-asset options. Computers & Mathematics with Applications, 53. 1159-1180 doi:10.1016/j.camwa.2006.09.014
Plain TextLötstedt, Per, Persson, Jonas, von Sydow, Lina, Tysk, Johan (2007) Space–time adaptive finite difference method for European multi-asset options. Computers & Mathematics with Applications, 53. 1159-1180 doi:10.1016/j.camwa.2006.09.014
In(n.d.) Computers & Mathematics with Applications Vol. 53. Elsevier BV

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