university website Publications by Year
  • sign in
  • Scientific Computing /
  • Dissertation
  • Search

K.W. Chau (Ki)

2020-01-16

Numerical finance with backward stochastic differential equations : an exploration of three schemes

Publication

Publication

Additional Metadata
Promotor C.W. Oosterlee (Kees)
Degree Grantor Technische Universiteit Delft
ISBN 978-94-028-1886-4
Organisation Scientific Computing
Citation
APA Style
  • AAA Style
  • APA Style
  • Cell Style
  • Chicago Style
  • Harvard Style
  • IEEE Style
  • MLA Style
  • Nature Style
  • Vancouver Style
  • American-Institute-of-Physics Style
  • Council-of-Science-Editors Style
  • BibTex Format
  • Endnote Format
  • RIS Format
  • CSL Format
  • DOIs only Format
Chau, K.W. (2020, January 16). Numerical finance with backward stochastic differential equations : an exploration of three schemes.
  • View at Worldcat

Full Text ( Final Version , 1mb ) cover

university website
  • Address

    • Centrum Wiskunde & Informatica
    • Science Park 123 | 1098 XG Amsterdam | the Netherlands
  • Publishing at CWI

    • Open Science Portal
    • Submit Your CWI Work
  • Questions or comments?

    • repository@cwi.nl
artudis website

Workflow

Workflow

Add Content


User Publication Person Organisation Collection
Close