Items where Greenwich Author is "Rout, Sweta"
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Number of items: 1.
Article
Lai, C.-H. ORCID: https://orcid.org/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:10.1016/j.camwa.2004.03.014)
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