Full name Familienname, Vorname
Fournié, Michel
 

Results 1-2 of 2 (Search time: 0.001 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Düring, Bertram ; Fournié, Michel High-order compact finite difference scheme for option pricing in stochastic volatility modelsBericht Report2010
2Düring, Bertram ; Fournié, Michel Compact finite difference scheme for option pricing in Heston's modelKonferenzbeitrag Inproceedings2010