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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of financial markets"
~isPartOf:"The journal of computational finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Duck, Peter W."
~type_genre:"Aufsatz in Zeitschrift"
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Duck, Peter W.
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Applied economics letters
Journal of financial markets
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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Curtailing the range for lattice and grid methods
Andricopoulos, Ari D.
;
Widdick, Martin
;
Duck, Peter W.
; …
- In:
The journal of derivatives : the official publication …
11
(
2004
)
4
,
pp. 55-61
Persistent link: https://www.econbiz.de/10002108943
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2
Enhancing the accuracy of pricing American and Bermudan options
Duck, Peter W.
;
Newton, David P.
;
Widdicks, Martin
; …
- In:
The journal of derivatives : the official publication …
12
(
2004
)
4
,
pp. 34-44
Persistent link: https://www.econbiz.de/10003010747
Saved in:
3
SLADI : a semi-Lagrangian alternating-direction implicit method for the numerical solution of advection-diffusion problems with application to electricity storage valuations
Ávalos, Javier Hernández
;
Johnson, Paul V.
;
Duck, Peter W.
- In:
The journal of computational finance
19
(
2015/2016
)
2
,
pp. 69-108
Persistent link: https://www.econbiz.de/10011442669
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