A Second Order L::0:: Stable Algorithm for Evaluating European Options

Ruppa K. Thulasiram, Chen Zhen, Abba B. Gumel. A Second Order L::0:: Stable Algorithm for Evaluating European Options. In M. Rasit Eskicioglu, editor, Proceedings of the 18th Annual Symposium on High Performance Computing Systems and Applications, HPCS 2004, May 16-19, 2004, Winnipeg, Manitoba, Canada. pages 17-23, University of Manitoba, Department of Computer Science, 2004.

Abstract

Abstract is missing.