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Title
Involved Person(s)
Jul-2019
26 lines of code to price single factor derivatives
Hilber, Norbert
Jul-2019
32 lines of code to price two factor derivatives
Hilber, Norbert
Jul-2019
PDE solvers for the Heston Model with stochastic correlation
Hilber, Norbert
2013
Computational methods for quantitative finance : finite element methods for derivative pricing
Hilber, Norbert
;
Reichmann, Oleg
;
Schwab, Christoph
;
Winter, Christoph
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Author
1
Reichmann, Oleg
1
Schwab, Christoph
1
Winter, Christoph
Subject (DDC)
1
500: Naturwissenschaften
Date issued
3
2019
1
2013
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3
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