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

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	353-362
Number of pages	9
Journal	Future Generation Computer Systems
Volume	20
Issue number	3
Publication status	Published - 2004

Cite this

@article{468d0342827d47b2b590b7cdabd1dec7,

title = "An irregular grid method for high-dimensional free-boundary problems in finance",

author = "S.J. Berridge and J.M. Schumacher",

note = "DP2004-18 (rt) Pagination: 9",

year = "2004",

language = "English",

volume = "20",

pages = "353--362",

journal = "Future Generation Computer Systems",

issn = "0167-739X",

publisher = "Elsevier B.V.",

number = "3",

}