WENO and blended BDF discretizations for option pricing problems

CW Oosterlee, FJ Gaspar, JC Frisch

Research output: Chapter in Book/Conference proceedings/Edited volumeConference contributionScientificpeer-review

Original languageUndefined/Unknown
Title of host publicationENUMATH 2001; fourth European conference on numerical mathematics and advanced
EditorsF Brezzi, A Buffa, S Corsaro, A Murli
Place of PublicationMilano
PublisherSpringer
Pages419-428
Number of pages10
ISBN (Print)88-470-0180-3
Publication statusPublished - 2003
EventFourth European conference on numerical mathematics and advanced applications, Ischia Porto, Italy - Milano
Duration: 23 Jul 200128 Jul 2001

Publication series

Name
PublisherSpringer

Conference

ConferenceFourth European conference on numerical mathematics and advanced applications, Ischia Porto, Italy
Period23/07/0128/07/01

Keywords

  • Conf.proc. > 3 pag

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