Showing 1 - 4 results of 4 for search 'Schmitz Abe, K', query time: 0.02s Refine Results
  1. 1
    Pricing exotic options using improved strong convergence

    Pricing exotic options using improved strong convergence by Schmitz Abe, K

    Published 2008
    Thesis
  2. 2
    Pricing exotic options using improved strong convergence

    Pricing exotic options using improved strong convergence by Schmitz Abe, K

    Published 2008
    Thesis
  3. 3
    Measure order of convergence without an exact solution, Euler vs Milstein scheme

    Measure order of convergence without an exact solution, Euler vs Milstein scheme by Schmitz Abe, K, Shaw, W

    Published 2005
    Journal article
  4. 4
    Pricing exotic options using strong convergence properties?

    Pricing exotic options using strong convergence properties? by Schmitz Abe, K, Giles, M

    Published 2006
    Conference item

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