Exponential time integration and Chebychev discretisation schemes for fast pricing of options
D.Y. Tangman, A. Gopaul, M. BhuruthVolume:
58
Année:
2008
Langue:
english
Pages:
11
DOI:
10.1016/j.apnum.2007.07.005
Fichier:
PDF, 425 KB
english, 2008