"Numerical valuation of Bermudan basket options via partial differential ..."

Karel J. in 't Hout, Jacob Snoeijer (2021)

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DOI: 10.1080/00207160.2020.1786542

access: closed

type: Journal Article

metadata version: 2022-10-02

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Karel J. in 't Hout, Jacob Snoeijer:
Numerical valuation of Bermudan basket options via partial differential equations. Int. J. Comput. Math. 98(4): 829-844 (2021)

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