Items where Greenwich Author is "Rout, Sweta"
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Number of items: 1.
Article
Lai, C.-H.
ORCID: 0000-0002-7558-6398
, Parrott, A.K., Rout, S. and Honnor, M.E.
(2005)
A distributed algorithm for European options with nonlinear volatility.
Computers & Mathematics with Applications, 49 (5-6).
pp. 885-894.
ISSN 0898-1221
(doi:https://doi.org/10.1016/j.camwa.2004.03.014)