Experiences in the pricing of trivariate contingent claims with finite difference methods on a massively parallel computer

✍ Scribed by Niklas Ekvall

• Publisher: Springer US
• Year: 1994
• Tongue: English
• Weight: 590 KB
• Volume: 7
• Category: Article
• ISSN: 1572-9974
• DOI: 10.1007/bf01299567