Efficient solution of a partial integrodifferential equation in finance

Management Science

Research output: Contribution to Journal/Magazine › Journal article › peer-review

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Efficient solution of a partial integrodifferential equation in finance. / Sachs, E W; Strauss, A K.
In: Applied Numerical Mathematics, Vol. 58, No. 11, 2008, p. 1687-1703.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Author

Sachs, E W ; Strauss, A K. / Efficient solution of a partial integrodifferential equation in finance. In: Applied Numerical Mathematics. 2008 ; Vol. 58, No. 11. pp. 1687-1703.

Bibtex

@article{b84eb05cf9a94540a9c72d867502d355,

title = "Efficient solution of a partial integrodifferential equation in finance",

author = "Sachs, {E W} and Strauss, {A K}",

year = "2008",

language = "English",

volume = "58",

pages = "1687--1703",

journal = "Applied Numerical Mathematics",

issn = "0168-9274",

publisher = "Elsevier",

number = "11",

}

RIS

TY - JOUR

T1 - Efficient solution of a partial integrodifferential equation in finance

AU - Sachs, E W

AU - Strauss, A K

PY - 2008

Y1 - 2008

M3 - Journal article

VL - 58

SP - 1687

EP - 1703

JO - Applied Numerical Mathematics

JF - Applied Numerical Mathematics

SN - 0168-9274

IS - 11

ER -

Research