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Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics, Analysis and Applied Mathematics.
2010 (English)In: Journal of Computational and Applied Mathematics, ISSN 0377-0427, E-ISSN 1879-1778, Vol. 235, no 3, 563-592 p.Article in journal (Refereed) Published
Place, publisher, year, edition, pages
2010. Vol. 235, no 3, 563-592 p.
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Mathematics
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URN: urn:nbn:se:uu:diva-163376DOI: 10.1016/j.cam.2010.06.009OAI: oai:DiVA.org:uu-163376DiVA: diva2:463823
Available from: 2011-12-12 Created: 2011-12-12 Last updated: 2017-12-08Bibliographically approved

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Publisher's full texthttp://dx.doi.org/10.1016/j.cam.2010.06.009

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Nyström, Kaj

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