Please use this identifier to cite or link to this item:
https://doi.org/10.21256/zhaw-3165| Publication type: | Working paper – expertise – study |
| Title: | 32 lines of code to price two factor derivatives |
| Authors: | Hilber, Norbert |
| et. al: | No |
| DOI: | 10.21256/zhaw-3165 |
| Extent: | 29 |
| Issue Date: | Jul-2019 |
| Publisher / Ed. Institution: | ZHAW Zürcher Hochschule für Angewandte Wissenschaften |
| Publisher / Ed. Institution: | Winterthur |
| Language: | English |
| Subjects: | Finite difference; Two-dimensional parabolic partial differential equation; Derivative security; Stochastic volatility; Matlab; Python |
| Subject (DDC): | 332: Financial economics |
| URI: | https://digitalcollection.zhaw.ch/handle/11475/17498 |
| License (according to publishing contract): | CC BY 4.0: Attribution 4.0 International |
| Departement: | School of Management and Law |
| Appears in collections: | Banking, Finance, Insurance |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 2019_Hilber_32 Lines.pdf | 629.43 kB | Adobe PDF |  View/Open |
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Hilber, N. (2019). 32 lines of code to price two factor derivatives. ZHAW Zürcher Hochschule für Angewandte Wissenschaften. https://doi.org/10.21256/zhaw-3165
Hilber, N. (2019) 32 lines of code to price two factor derivatives. Winterthur: ZHAW Zürcher Hochschule für Angewandte Wissenschaften. Available at: https://doi.org/10.21256/zhaw-3165.
N. Hilber, “32 lines of code to price two factor derivatives,” ZHAW Zürcher Hochschule für Angewandte Wissenschaften, Winterthur, Jul. 2019. doi: 10.21256/zhaw-3165.
HILBER, Norbert, 2019. 32 lines of code to price two factor derivatives. Winterthur: ZHAW Zürcher Hochschule für Angewandte Wissenschaften
Hilber, Norbert. 2019. “32 Lines of Code to Price Two Factor Derivatives.” Winterthur: ZHAW Zürcher Hochschule für Angewandte Wissenschaften. https://doi.org/10.21256/zhaw-3165.
Hilber, Norbert. 32 Lines of Code to Price Two Factor Derivatives. ZHAW Zürcher Hochschule für Angewandte Wissenschaften, July 2019, https://doi.org/10.21256/zhaw-3165.
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