A systematic methodology for analyzing closed-form Heston pricer regarding their accuracy and runtime - researchr publication authors

researchr

You are not signed in
Sign in
Sign up

Christian Brugger, Gongda Liu, Christian de Schryver, Norbert Wehn. A systematic methodology for analyzing closed-form Heston pricer regarding their accuracy and runtime. In David Daly, Matthew Dixon, José E. Moreira, editors, Proceedings of the 7th Workshop on High Performance Computational Finance, WHPCF '14, New Orleans, Louisiana, USA, November 16-21, 2014. pages 9-16, IEEE, 2014. [doi]

This author has not been identified. Look up 'Christian Brugger' in GoogleThis author has not been identified. Look up 'Gongda Liu' in GoogleThis author has not been identified. Look up 'Christian de Schryver' in GoogleThis author has not been identified. Look up 'Norbert Wehn' in Google

runs on WebDSL