A multi-dimensional local average lattice method for multi-asset models
| Year of publication: |
2013
|
|---|---|
| Authors: | Moon, Kyoung-Sook ; Kim, Hongjoong |
| Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 20554588. - Vol. 13.2013, 6 (1.6.), p. 873-884
|