TVD, WENO and blended BDF discretizations for Asian options

CW Oosterlee, JC Frisch, FJ Gaspar

Research output: Contribution to journalArticleScientificpeer-review

14 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)131-138
Number of pages8
JournalComputing and Visualization in Science
Issue number2-3
Publication statusPublished - 2004


  • Wiskunde en Informatica
  • Techniek
  • technische Wiskunde en Informatica
  • Peer-lijst tijdschrift

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