Rainer Int-Veen


Ph.D. Universität zu Köln 2005 Germany
Dissertation: Transformations to Avoid Numerical Dispersion and Methods to Control Discretizaion Steps for Calculating Options
Mathematics Subject Classification: 65—Numerical analysis

Advisor 1: Rüdiger U. Seydel
Advisor 2: Ulrich Trottenberg

No students known.

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