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Date
2005Type
- Journal Article
ETH Bibliography
yes
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Publication status
publishedExternal links
Journal / series
Journal of Computational FinanceVolume
Pages / Article No.
Publisher
Incisive MediaSubject
Plain vanilla; Barrier options; Ccompound options; Black-Scholes market; Stochastic volatility; Degenerate parabolic partial differential equations; Sparse wavelet space discretizations; Galerkin time-stepping; Generalized Minimum Residual method (GMRES); Fast Fourier Transform (FFT)Organisational unit
03435 - Schwab, Christoph / Schwab, Christoph
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ETH Bibliography
yes
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