The Mathematical Institute, University of Oxford, Eprints Archive

Browse by Author

Up a level
Export as [feed] RSS 2.0 [feed] RSS 1.0 [feed] Atom
Group by: Creators | Item Type | No Grouping
Number of items: 3.

Giles, M

Schmitz Abe, Klaus and Giles, M. B. (2006) Pricing exotic options using strong convergence properties? In: ECMI 2006.

Schmitz Abe, K

Schmitz Abe, Klaus (2008) Pricing exotic options using improved strong convergence. PhD thesis, University of Oxford.

Schmitz Abe, Klaus and Giles, M. B. (2006) Pricing exotic options using strong convergence properties? In: ECMI 2006.

Schmitz Abe, Klaus and Shaw, William T. (2005) Measure order of convergence without an exact solution, Euler vs Milstein scheme. International Journal of Pure and Applied Mathematics, 24 (3). pp. 365-381.

Shaw, W

Schmitz Abe, Klaus and Shaw, William T. (2005) Measure order of convergence without an exact solution, Euler vs Milstein scheme. International Journal of Pure and Applied Mathematics, 24 (3). pp. 365-381.

This list was generated on Thu Aug 21 08:21:15 2014 BST.