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                                       Details for article 2 of 42 found articles
 
 
  A characteristics–finite differences method for the Hobson–Rogers uncertain volatility model
 
 
Title: A characteristics–finite differences method for the Hobson–Rogers uncertain volatility model
Author: González-Gaspar, A.
Vázquez, C.
Appeared in: Mathematical and computer modelling
Paging: Volume 52 (2010) nr. 1-2 pages 8 p.
Year: 2010
Contents:
Publisher: Elsevier Ltd
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 2 of 42 found articles
 
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