Volume 10, Issue 4

Computing and Visualization in Science is now archived and no longer receiving submissions with this publisher. All articles published in the journal during its time with Springer will remain fully searchable through our websites.

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December 2007

6 articles in this issue

Editorial
Gabriel Wittum
Editorial 04 July 2007 Pages: 171 - 171
Pricing European multi-asset options using a space-time adaptive FD-method
Jonas Persson
Lina von Persson
Regular article 06 July 2007 Pages: 173 - 183
Avoiding numerical dispersion in option valuation
Rainer Int-Veen
Regular article 16 August 2007 Pages: 185 - 195
VaR and ES for linear portfolios with mixture of elliptic distributions risk factors
Jules Sadefo Kamdem
Regular article 06 July 2007 Pages: 197 - 210
Alternative model for asset price dynamics
Julia Bondarenko
Nicole Branger
Regular article 14 July 2007 Pages: 211 - 217
Pricing European multi-asset options using a space–time adaptive FD-method
Jonas Persson
Lina von Sydow
Erratum 23 August 2007 Pages: 219 - 219

Volume 10, Issue 4

Editorial

Pricing European multi-asset options using a space-time adaptive FD-method

Avoiding numerical dispersion in option valuation

VaR and ES for linear portfolios with mixture of elliptic distributions risk factors

Alternative model for asset price dynamics

Pricing European multi-asset options using a space–time adaptive FD-method

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