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[IEEE 2014 Seventh Workshop on High Performance Computational Finance (WHPCF) - New Orleans, LA, USA (2014.11.16-2014.11.16)] 2014 Seventh Workshop on High Performance Computational Finance - A Systematic Methodology for Analyzing Closed-Form Heston Pricer Regarding Their Accuracy and Runtime
Brugger, Christian, Liu, Gongda, Schryver, Christian de, Wehn, NorbertYear:
2014
Language:
english
DOI:
10.1109/whpcf.2014.13
File:
PDF, 434 KB
english, 2014