Bertram Düring, Video: High-order compact finite difference schemes for option pricing

Bertram Düring, Video: High-order compact finite difference schemes for option pricing

Bertram Düring, High-order compact finite difference schemes for option pricing, New Challenges in Energy Markets - Data Analytics, Modelling and Numerics, BIRS, BIRS talk, 19w5229, math, mathematics, video

Banff International Research Station

Banff International Research Station

presentation

mpeg4

107M

http://www.birs.ca/events/2019/5-day-workshops/19w5229/videos

http://www.birs.ca/events/2019/5-day-workshops/19w5229/videos/watch/201909261336-During.html