Kristian Debrabant

Søgeresultater

• 2013

  Derivative-free weak approximation methods for stochastic differential equations in finance

  Debrabant, K. & Rößler, A., 2013, Recent Developments in Computational Finance: Foundations, Algorithms and Applications. Gerstner, T. & Kloeden, P. (red.). World Scientific, s. 299-316 (Interdisciplinary Mathematical Sciences, Bind 14).

  Publikation: Kapitel i bog/rapport/konference-proceeding › Kapitel i bog › Forskning › peer review

• Semi-Lagrangian schemes for parabolic equations

  Debrabant, K. & Jakobsen, E. R., 2013, Recent developments in computational finance: Foundations, Algorithms and Applications. Gerstner, T. & Kloeden, P. (red.). World Scientific, s. 279-298 (Interdisciplinary Mathematical Sciences, Bind 14).

  Publikation: Kapitel i bog/rapport/konference-proceeding › Kapitel i bog › Forskning › peer review