| Original language | English |
|---|---|
| Title of host publication | Recent developments in computational finance : Foundations, Algorithms and Applications |
| Editors | Thomas Gerstner, Peter Kloeden |
| Publisher | World Scientific |
| Publication date | 2013 |
| Pages | 279-298 |
| Chapter | 6 |
| ISBN (Print) | 978-981-4436-42-7 |
| ISBN (Electronic) | 978-981-4436-43-4 |
| DOIs | |
| Publication status | Published - 2013 |
| Series | Interdisciplinary Mathematical Sciences |
|---|---|
| Volume | 14 |
| ISSN | 1793-1355 |