Hilber, N., Reichmann, O., Schwab, C., & Winter, C. [ca. 2013]. Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing. In Springer Finance (1 st ed. 2013) [Cd]. Berlin, Heidelberg: Springer Berlin Heidelberg. https://doi.org/10.1007/978-3-642-35401-4
ISO-690 (author-date, English)HILBER, Norbert, REICHMANN, Oleg, SCHWAB, Christoph und WINTER, Christoph, 2013. Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing. 1 st ed. 2013. Berlin, Heidelberg: Springer Berlin Heidelberg. ISBN 9783642354014.
Modern Language Association 9th editionHilber, N., O. Reichmann, C. Schwab, und C. Winter. „Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing“. Springer Finance, 1 st ed. 2013, cd, Springer Berlin Heidelberg, 2013, https://doi.org/10.1007/978-3-642-35401-4.
Mohr Siebeck - Recht (Deutsch - Österreich)Hilber, Norbert/Reichmann, Oleg/Schwab, Christoph/Winter, Christoph: Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing, 1 st ed. 2013. Aufl. Berlin, Heidelberg 2013.
Emerald - HarvardHilber, N., Reichmann, O., Schwab, C. und Winter, C. (2013), Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing, Springer Finance, 1 st ed. 2013., Bd. , Springer Berlin Heidelberg, Berlin, Heidelberg, verfügbar unter:https://doi.org/10.1007/978-3-642-35401-4.