Please use this identifier to cite or link to this item: https://doi.org/10.21256/zhaw-3165
Title: 32 lines of code to price two factor derivatives
Authors : Hilber, Norbert
et. al : No
Extent : 29
Publisher / Ed. Institution : ZHAW Zürcher Hochschule für Angewandte Wissenschaften
Publisher / Ed. Institution: Winterthur
Issue Date: Jul-2019
License (according to publishing contract) : CC BY 4.0: Attribution 4.0 International
Language : English
Subjects : Finite difference; Two-dimensional parabolic partial differential equation; Derivative security; Stochastic volatility; Matlab; Python
Subject (DDC) : 332: Financial economics
Departement: School of Management and Law
Publication type: Working paper – expertise – study
DOI : 10.21256/zhaw-3165
URI: https://digitalcollection.zhaw.ch/handle/11475/17498
Appears in Collections:Banking, Finance, Insurance

Files in This Item:
File Description SizeFormat 
2019_Hilber_32 Lines.pdf629.43 kBAdobe PDFThumbnail
View/Open


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.