Hilber, N., Reichmann, O., Schwab, C., & Winter, C. (2013). Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing. Springer Berlin Heidelberg : Imprint: Springer.
Chicago Style (17th ed.) CitationHilber, Norbert, Oleg Reichmann, Christoph Schwab, and Christoph Winter. Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing. Berlin, Heidelberg: Springer Berlin Heidelberg : Imprint: Springer, 2013.
MLA (8th ed.) CitationHilber, Norbert, et al. Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing. Springer Berlin Heidelberg : Imprint: Springer, 2013.
Warning: These citations may not always be 100% accurate.