Good point methods for computing prices and sensitivities of multi-asset European style options
| Year of publication: |
1998
|
|---|---|
| Authors: | Ross, Raymond |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 5.1998, 2, p. 83-106
|