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Space-Time Adaptive Finite Difference Method for European Multi-Asset Options
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Scientific Computing. Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Numerical Analysis. (ndim)
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Scientific Computing. Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Numerical Analysis. (ndim)
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Scientific Computing. Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Numerical Analysis. (ndim)
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics, Analysis and Applied Mathematics.
2004 (English)Report (Other academic)
Place, publisher, year, edition, pages
2004.
Series
Technical report / Department of Information Technology, Uppsala University, ISSN 1404-3203 ; 2004-055
National Category
Computational Mathematics Computer Science
Identifiers
URN: urn:nbn:se:uu:diva-68485OAI: oai:DiVA.org:uu-68485DiVA: diva2:96396
Available from: 2008-02-23 Created: 2008-02-23 Last updated: 2011-11-17Bibliographically approved

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Lötstedt, PerPersson, Jonasvon Sydow, LinaTysk, Johan

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