"Optimising explicit finite difference option pricing for dynamic constant ..."

Qiwei Jin et al. (2012)

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DOI: 10.1109/FPL.2012.6339256

access: closed

type: Conference or Workshop Paper

metadata version: 2017-06-02

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Qiwei Jin, Tobias Becker, Wayne Luk, David B. Thomas:
Optimising explicit finite difference option pricing for dynamic constant reconfiguration. FPL 2012: 165-172

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