Rainer Int-Veen
Ph.D. Universität zu Köln 2005
Dissertation:
Transformations to Avoid Numerical Dispersion and Methods to Control Discretizaion Steps for Calculating Options
Mathematics Subject Classification: 65—Numerical analysis
Advisor 1: Rüdiger U. Seydel
Advisor 2: Ulrich Trottenberg
No students known.
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