Skip navigation

Items where Author is "Clarke, Nigel"

Items where Author is "Clarke, Nigel"

Up a level
Export as [feed] RSS
Group by: Item Type | Uncontrolled Keywords | No Grouping
Jump to: Article
Number of items: 1.


Clarke, Nigel and Parrott, Kevin (1999) Multigrid for American option pricing with stochastic volatility. Applied Mathematical Finance, 6 (3). pp. 177-195. ISSN 1350-486X (Print), 1466-4313 (Online) (doi:

This list was generated on Tue May 26 20:57:11 2020 UTC.