Miglena N. Koleva, Lubin G. Vulkov. Computation of Delta Greek for Non-linear Models in Mathematical Finance. In Ivan Dimov, István Faragó, Lubin G. Vulkov, editors, Numerical Analysis and Its Applications - 6th International Conference, NAA 2016, Lozenetz, Bulgaria, June 15-22, 2016, Revised Selected Papers. Volume 10187 of Lecture Notes in Computer Science, pages 430-438, 2016. [doi]
@inproceedings{KolevaV16-1,
title = {Computation of Delta Greek for Non-linear Models in Mathematical Finance},
author = {Miglena N. Koleva and Lubin G. Vulkov},
year = {2016},
doi = {10.1007/978-3-319-57099-0_48},
url = {http://dx.doi.org/10.1007/978-3-319-57099-0_48},
researchr = {https://researchr.org/publication/KolevaV16-1},
cites = {0},
citedby = {0},
pages = {430-438},
booktitle = {Numerical Analysis and Its Applications - 6th International Conference, NAA 2016, Lozenetz, Bulgaria, June 15-22, 2016, Revised Selected Papers},
editor = {Ivan Dimov and István Faragó and Lubin G. Vulkov},
volume = {10187},
series = {Lecture Notes in Computer Science},
isbn = {978-3-319-57099-0},
}