"A computationally efficient numerical approach for multi-asset option pricing."

Leila Khodayari, Mojtaba Ranjbar (2019)

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DOI: 10.1080/00207160.2018.1458096

access: closed

type: Journal Article

metadata version: 2025-01-19

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Leila Khodayari, Mojtaba Ranjbar:
A computationally efficient numerical approach for multi-asset option pricing. Int. J. Comput. Math. 96(6): 1158-1168 (2019)

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