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1 Ergebnisse
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The waterline tree for separable local-volatility models:
Lok, U Hou
;
Lyuu, Yuh-Dauh
Computers & Mathematics with Applications. 73 (2017) 4 - p. 537-559 , 2017
Link:
https://doi.org/10.1016/j.camwa.2016.12.008
RT Journal T1 <Title>The waterline tree for separable local-volatility models</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.camwa.2016.12.008&Exemplar=1&LAN=DE A1 Lok, U Hou A1 Lyuu, Yuh-Dauh PB Elsevier BV YR 2017 SN 0898-1221 JF Computers & Mathematics with Applications VO 73 IS 4 SP 537 OP 559 LK http://dx.doi.org/https://doi.org/10.1016/j.camwa.2016.12.008 DO https://doi.org/10.1016/j.camwa.2016.12.008 SF ELIB - SuUB Bremen
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