An irregular grid method for high-dimensional free-boundary problems in finance

S.J. Berridge, J.M. Schumacher

Research output: Contribution to journalArticleScientificpeer-review

6 Citations (Scopus)
Original languageEnglish
Pages (from-to)353-362
Number of pages9
JournalFuture Generation Computer Systems
Volume20
Issue number3
Publication statusPublished - 2004

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