Solving financial differential equations using differentiation matrices

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review

Translated title of the contribution	Solving financial differential equations using differentiation matrices
Original language	English
Title of host publication	Proceedings of WCE 2007, World Congress on Engineering, London, UK, 2-4 July, 2007
Pages	1016-1022
Publication status	Published - 2007
Publication type	A4 Article in conference proceedings

Publication forum classification

@inproceedings{68d668ef23ef432e9865e322f03da57a,

title = "Solving financial differential equations using differentiation matrices",

author = "R. Piche and J. Kanniainen",

note = "Contribution: organisation=mat,FACT1=0.5<br/>Contribution: organisation=teta,FACT2=0.5",

year = "2007",

language = "English",

isbn = "978-988-98671-5-7",

pages = "1016--1022",

booktitle = "Proceedings of WCE 2007, World Congress on Engineering, London, UK, 2-4 July, 2007",

}

TY - GEN

T1 - Solving financial differential equations using differentiation matrices

AU - Piche, R.

AU - Kanniainen, J.

N1 - Contribution: organisation=mat,FACT1=0.5<br/>Contribution: organisation=teta,FACT2=0.5

PY - 2007

Y1 - 2007

M3 - Conference contribution

SN - 978-988-98671-5-7

SP - 1016

EP - 1022

BT - Proceedings of WCE 2007, World Congress on Engineering, London, UK, 2-4 July, 2007

ER -