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"Cubic B-Spline Collocation Method for Pricing Path Dependent Options."

Geraldine Tour, Désiré Yannick Tangman (2014)

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DOI: 10.1007/978-3-319-09153-2_28

access: closed

type: Conference or Workshop Paper

metadata version: 2017-06-04

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  - conf/iccsa/TourT14
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Geraldine Tour, Désiré Yannick Tangman:
Cubic B-Spline Collocation Method for Pricing Path Dependent Options. ICCSA (6) 2014: 372-385

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