"A note on stochastic polynomial chaos expansions for uncertain volatility ..."

Yu-Tuan Lin et al. (2021)

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DOI: 10.1016/J.AMC.2020.125764

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type: Journal Article

metadata version: 2023-09-28

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Yu-Tuan Lin, Yin-Tzer Shih, Cheng-Sheng Chien, Q. Sheng:
A note on stochastic polynomial chaos expansions for uncertain volatility and Asian option pricing. Appl. Math. Comput. 393: 125764 (2021)

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