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The waterline tree for separable local-volatility models
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| Zeitschriftentitel: | Computers & Mathematics with Applications |
|---|---|
| Personen und Körperschaften: | , |
| In: | Computers & Mathematics with Applications, 73, 2017, 4, S. 537-559 |
| Format: | E-Article |
| Sprache: | Englisch |
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Elsevier BV
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Lok, U Hou Lyuu, Yuh-Dauh Lok, U Hou Lyuu, Yuh-Dauh |
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Lok, U Hou Lyuu, Yuh-Dauh 0898-1221 Elsevier BV Computational Mathematics Computational Theory and Mathematics Modeling and Simulation http://dx.doi.org/10.1016/j.camwa.2016.12.008 The waterline tree for separable local-volatility models Computers & Mathematics with Applications |
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The waterline tree for separable local-volatility models |
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The waterline tree for separable local-volatility models |
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The waterline tree for separable local-volatility models |
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The waterline tree for separable local-volatility models |
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The waterline tree for separable local-volatility models |
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The waterline tree for separable local-volatility models |
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the waterline tree for separable local-volatility models |
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Computational Mathematics Computational Theory and Mathematics Modeling and Simulation |
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http://dx.doi.org/10.1016/j.camwa.2016.12.008 |
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| spelling | Lok, U Hou Lyuu, Yuh-Dauh 0898-1221 Elsevier BV Computational Mathematics Computational Theory and Mathematics Modeling and Simulation http://dx.doi.org/10.1016/j.camwa.2016.12.008 The waterline tree for separable local-volatility models Computers & Mathematics with Applications |
| spellingShingle | Lok, U Hou, Lyuu, Yuh-Dauh, Computers & Mathematics with Applications, The waterline tree for separable local-volatility models, Computational Mathematics, Computational Theory and Mathematics, Modeling and Simulation |
| title | The waterline tree for separable local-volatility models |
| title_full | The waterline tree for separable local-volatility models |
| title_fullStr | The waterline tree for separable local-volatility models |
| title_full_unstemmed | The waterline tree for separable local-volatility models |
| title_short | The waterline tree for separable local-volatility models |
| title_sort | the waterline tree for separable local-volatility models |
| title_unstemmed | The waterline tree for separable local-volatility models |
| topic | Computational Mathematics, Computational Theory and Mathematics, Modeling and Simulation |
| url | http://dx.doi.org/10.1016/j.camwa.2016.12.008 |