"A Second Order L₀ Stable Algorithm for Evaluating European Options."

Ruppa K. Thulasiram, Chen Zhen, Abba B. Gumel (2004)

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DOI: —

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type: Conference or Workshop Paper

metadata version: 2006-05-17

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  - https://dblp.org/rec/conf/hpcs/ThulasiramZG04
Ruppa K. Thulasiram, Chen Zhen, Abba B. Gumel:
A Second Order L₀ Stable Algorithm for Evaluating European Options. HPCS 2004: 17-23

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