Item

An irregular grid method for high-dimensional free-boundary problems in finance

Berridge,S.J.
; 
Schumacher,J.M.
Abstract
Description
DP2004-18 (rt) Pagination: 9
Date
2004
Journal Title
Journal ISSN
Volume Title
Publisher
Collections
Tilburg University Research Output Collection
Show all metadata
Research Projects
Organizational Units
Journal Issue
Keywords
Citation
Berridge, S J & Schumacher, J M 2004, 'An irregular grid method for high-dimensional free-boundary problems in finance', Future Generation Computer Systems, vol. 20, no. 3, pp. 353-362.
URI
https://hdl.handle.net/20.500.14602/41710
Embedded videos