• Media type: E-Article
  • Title: Asynchronous grid computation for American options derivatives
  • Contributor: Chau, M.; Couturier, R.; Bahi, J.; Spiteri, P.
  • imprint: Elsevier BV, 2013
  • Published in: Advances in Engineering Software
  • Language: English
  • DOI: 10.1016/j.advengsoft.2012.06.005
  • ISSN: 0965-9978
  • Origination:
  • Footnote: