Computational methods for quantitative finance: finite element methods for derivative pricing

Detalles Bibliográficos
Autores principales: Hilber, Norbert, Reichmann, Oleg, Schwab, Christoph, Winter, Christoph
Lenguaje:eng
Publicado: Springer 2013
Materias:
Mathematical Physics and Mathematics
Acceso en línea:https://dx.doi.org/10.1007/978-3-642-35401-4
http://cds.cern.ch/record/1522390

Internet

https://dx.doi.org/10.1007/978-3-642-35401-4
http://cds.cern.ch/record/1522390

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