Please use this identifier to cite or link to this item:
https://doi.org/10.21256/zhaw-3165
Publication type: | Working paper – expertise – study |
Title: | 32 lines of code to price two factor derivatives |
Authors: | Hilber, Norbert |
et. al: | No |
DOI: | 10.21256/zhaw-3165 |
Extent: | 29 |
Issue Date: | Jul-2019 |
Publisher / Ed. Institution: | ZHAW Zürcher Hochschule für Angewandte Wissenschaften |
Publisher / Ed. Institution: | Winterthur |
Language: | English |
Subjects: | Finite difference; Two-dimensional parabolic partial differential equation; Derivative security; Stochastic volatility; Matlab; Python |
Subject (DDC): | 332: Financial economics |
URI: | https://digitalcollection.zhaw.ch/handle/11475/17498 |
License (according to publishing contract): | CC BY 4.0: Attribution 4.0 International |
Departement: | School of Management and Law |
Appears in collections: | Banking, Finance, Insurance |
Files in This Item:
File | Description | Size | Format | |
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2019_Hilber_32 Lines.pdf | 629.43 kB | Adobe PDF | View/Open |
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Hilber, N. (2019). 32 lines of code to price two factor derivatives. ZHAW Zürcher Hochschule für Angewandte Wissenschaften. https://doi.org/10.21256/zhaw-3165
Hilber, N. (2019) 32 lines of code to price two factor derivatives. Winterthur: ZHAW Zürcher Hochschule für Angewandte Wissenschaften. Available at: https://doi.org/10.21256/zhaw-3165.
N. Hilber, “32 lines of code to price two factor derivatives,” ZHAW Zürcher Hochschule für Angewandte Wissenschaften, Winterthur, Jul. 2019. doi: 10.21256/zhaw-3165.
HILBER, Norbert, 2019. 32 lines of code to price two factor derivatives. Winterthur: ZHAW Zürcher Hochschule für Angewandte Wissenschaften
Hilber, Norbert. 2019. “32 Lines of Code to Price Two Factor Derivatives.” Winterthur: ZHAW Zürcher Hochschule für Angewandte Wissenschaften. https://doi.org/10.21256/zhaw-3165.
Hilber, Norbert. 32 Lines of Code to Price Two Factor Derivatives. ZHAW Zürcher Hochschule für Angewandte Wissenschaften, July 2019, https://doi.org/10.21256/zhaw-3165.
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