"Valuation of boundary-linked assets by stochastic boundary value problems ..."

Mercedes Esteban-Bravo, Jose M. Vidal-Sanz (2006)

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DOI: 10.1016/J.CAMWA.2006.08.010

access: open

type: Journal Article

metadata version: 2021-02-11

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Mercedes Esteban-Bravo, Jose M. Vidal-Sanz:
Valuation of boundary-linked assets by stochastic boundary value problems solved with a wavelet-collocation algorithm. Comput. Math. Appl. 52(1-2): 137-160 (2006)

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