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Peng Liu, Numerical Methods for American Option Pricing (MScMCF 2007/8) •Sensen Lin, Finite Difference Schemes for the Heston Model (MScMCF 2007/8) •George Gaffin, Asymptotic ...
Finite Difference Schemes for Heston Model Sensen Lin Supervisor: Dr. Christoph Reisinger 06/2008
by Liqiang Zhou, Li Sun, Sensen Lin, et al. Dongdong Fang, Renping Zhao, Jing Zhu, Jin Liu, Liang Chen, Wenting Shi, Shengtao Yuan, Danni Zhu
Finite Difference Schemes for Heston Model Sensen Lin Supervisor: Dr. Christoph Reisinger 06/2008
Peng Liu, Numerical Methods for American Option Pricing (MScMCF 2007/8) oSensen Lin, Finite Difference Schemes for the Heston Model (MScMCF 2007/8) oGeorge Gaffin ...
by Liqiang Zhou, Li Sun, Sensen Lin, et al. Dongdong Fang, Renping Zhao, Jing Zhu, Jin Liu, Liang Chen, Wenting Shi, Shengtao Yuan, Danni Zhu
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