"Algorithmic complexity in the heston model: an implementation view."

Henning Marxen et al. (2011)

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DOI: 10.1145/2088256.2088261

access: closed

type: Conference or Workshop Paper

metadata version: 2021-07-25

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  - conf/sc/MarxenKKSWSW11
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Henning Marxen, Anton Kostiuk, Ralf Korn, Christian de Schryver, Stephan Wurm, Ivan Shcherbakov, Norbert Wehn:
Algorithmic complexity in the heston model: an implementation view. WHPCF@SC 2011: 5-12

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