Computational methods for PDEs in finance

J Toivanen, CW Oosterlee, SP Zhu

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)1093-1093
Number of pages1
JournalInternational Journal of Computer Mathematics
Volume89
Issue number9
DOIs
Publication statusPublished - 2012

Keywords

  • academic journal papers
  • CWTS JFIS < 0.75

Cite this