Please use this identifier to cite or link to this item:
https://doi.org/10.21256/zhaw-3165Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Hilber, Norbert | - |
| dc.date.accessioned | 2019-07-17T08:48:29Z | - |
| dc.date.available | 2019-07-17T08:48:29Z | - |
| dc.date.issued | 2019-07 | - |
| dc.identifier.uri | https://digitalcollection.zhaw.ch/handle/11475/17498 | - |
| dc.format.extent | 29 | de_CH |
| dc.language.iso | en | de_CH |
| dc.publisher | ZHAW Zürcher Hochschule für Angewandte Wissenschaften | de_CH |
| dc.rights | http://creativecommons.org/licenses/by/4.0/ | de_CH |
| dc.subject | Finite difference | de_CH |
| dc.subject | Two-dimensional parabolic partial differential equation | de_CH |
| dc.subject | Derivative security | de_CH |
| dc.subject | Stochastic volatility | de_CH |
| dc.subject | Matlab | de_CH |
| dc.subject | Python | de_CH |
| dc.subject.ddc | 332: Finanzwirtschaft | de_CH |
| dc.title | 32 lines of code to price two factor derivatives | de_CH |
| dc.type | Working Paper – Gutachten – Studie | de_CH |
| dcterms.type | Text | de_CH |
| zhaw.departement | School of Management and Law | de_CH |
| zhaw.publisher.place | Winterthur | de_CH |
| dc.identifier.doi | 10.21256/zhaw-3165 | - |
| zhaw.funding.eu | No | de_CH |
| zhaw.originated.zhaw | Yes | de_CH |
| zhaw.author.additional | No | de_CH |
| 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 |
Show simple item record
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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