Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations. Nyström, K. & Önskog, T. J. Comput. Appl. Math., 235(3):563–592, 2010. bibtex @article{MR2719799,
Author = {Nystr\"{o}m, Kaj and \"{O}nskog, Thomas},
Date-Added = {2019-11-12 20:40:54 +0100},
Date-Modified = {2019-11-13 07:39:41 +0100},
Fjournal = {Journal of Computational and Applied Mathematics},
Issn = {0377-0427},
Journal = {J. Comput. Appl. Math.},
Mrclass = {91G60 (49Q12 62P05 91G20)},
Mrnumber = {2719799},
Mrreviewer = {Hsien-Jen Lin},
Number = {3},
Pages = {563--592},
Title = {Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations},
Volume = {235},
Year = {2010},
Bdsk-Url-1 = {https://doi-org.proxy.ub.umu.se/10.1016/j.cam.2010.06.009},
Bdsk-Url-2 = {https://doi.org/10.1016/j.cam.2010.06.009}}
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