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Electron and X-Ray Spectroscopy TechniquesComputational Geometry and Mesh GenerationComputer Graphics and Visualization Techniques

Fast calculation of cheapest-to-deliver curves

Alexander Kemarsky, Wouter Van Der Helm, Vladimir V. Piterbarg

2026.1.1Journal of Computational Finance

DOI: 10.21314/jcf.2025.015

Abstract

Abstract is not available.

Citation format

KEMARSKY, Alexander; HELM, Wouter Van Der; PITERBARG, Vladimir V. Fast calculation of cheapest-to-deliver curves. Journal of Computational Finance, 2026.