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[ACM Press the fourth workshop - Seattle, Washington, USA (2011.11.13-2011.11.13)] Proceedings of the fourth workshop on High performance computational finance - WHPCF '11 - Algorithmic complexity in the heston model
Marxen, Henning, Kostiuk, Anton, Korn, Ralf, de Schryver, Christian, Wurm, Stephan, Shcherbakov, Ivan, Wehn, NorbertYear:
2011
Language:
english
DOI:
10.1145/2088256.2088261
File:
PDF, 763 KB
english, 2011