"Adaptive lattice methods for multi-asset models."

Kyoung-Sook Moon, Won-Jung Kim, Hongjoong Kim (2008)

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DOI: 10.1016/J.CAMWA.2007.12.008

access: open

type: Journal Article

metadata version: 2021-02-11

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Kyoung-Sook Moon, Won-Jung Kim, Hongjoong Kim:
Adaptive lattice methods for multi-asset models. Comput. Math. Appl. 56(2): 352-366 (2008)

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