Insitute for Numerical Computation and Analysis
Preprints 2004

Preprints

  1. D.B. Creamer, P. Lin, J.J.H. Miller, G.I.Shishkin,
    Report on Analytic and Experimental Investigations of Numerical Errors in the Valuation of Options, March 2004
    pdf version(2,371,584 bytes)
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    Paul A. Farrell/farrell@mcs.kent.edu