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Bowen Zhang | L.A. Grzelak | C.W. Oosterlee Efficient pricing of commodity options with early-exercise under the Ornstein-Uhlenbeck process
Non-fictie
Engels | 27 pagina's | Delft University of Technology, Delft | 2011
Gedrukt boek
Bowen Zhang | C.W. Oosterlee Acceleration of option pricing technique on graphics processing units
Non-fictie
Engels | 17 pagina's | Delft University of Technology, Delft | 2010
Gedrukt boek
Bowen Zhang | C.W. Oosterlee An efficient pricing algorithm for swing options based on Fourier cosine expansions
Non-fictie
Engels | 25 pagina's | Delft University of Technology, Delft | 2010
Gedrukt boek