"A lattice method for option pricing with two underlying assets in the ..."

R. H. Liu, J. L. Zhao (2013)

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DOI: 10.1016/J.CAM.2013.02.012

access: open

type: Journal Article

metadata version: 2021-02-16

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R. H. Liu, J. L. Zhao:
A lattice method for option pricing with two underlying assets in the regime-switching model. J. Comput. Appl. Math. 250: 96-106 (2013)

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