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.
@inproceedings{ThulasiramZG04,
title = {A Second Order L::0:: Stable Algorithm for Evaluating European Options},
author = {Ruppa K. Thulasiram and Chen Zhen and Abba B. Gumel},
year = {2004},
researchr = {https://researchr.org/publication/ThulasiramZG04},
cites = {0},
citedby = {0},
pages = {17-23},
booktitle = {Proceedings of the 18th Annual Symposium on High Performance Computing Systems and Applications, HPCS 2004, May 16-19, 2004, Winnipeg, Manitoba, Canada},
editor = {M. Rasit Eskicioglu},
publisher = {University of Manitoba, Department of Computer Science},
isbn = {0-9735472-0-0},
}