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Resultaat 1 - 5 (van 5)
F. Fang | C.W. Oosterlee Pricing early-exercise and discrete barrier options by Fourier-cosine series expansions
Non-fictie
Engels | 27 pagina's | Delft University of Technology, Delft | 2008
Gedrukt boek
F. Fang | C.W. Oosterlee On an option pricing method based on Fourier-cosine series expansions
Non-fictie
Engels | 27 pagina's | Delft University of Technology, Delft | 2008
Gedrukt boek
X. Huang | C.W. Oosterlee Generalized beta regression models for random loss-given-default
Non-fictie
Engels | 22 pagina's | Delft University of Technology, Delft | 2008
Gedrukt boek
H. Bin Zubair | S.P. MacLachlan | C.W. Oosterlee A geometric multigrid method based on L-shaped coarsening for PDEs on stretched grids
Non-fictie
Engels | 23 pagina's | Delft University of Technology, Delft | 2008
Gedrukt boek
L.A. Grzelak | C.W. Oosterlee | S. van Weeren Extension of stochastic volatility models with Hull-White interest rate process
Non-fictie
Engels | 25 pagina's | Delft University of Technology, Delft | 2008
Gedrukt boek