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

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

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-06-10

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2106-01200
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2106-01200
Karel J. in 't Hout, Jacob Snoeijer:
Numerical valuation of American basket options via partial differential complementarity problems. CoRR abs/2106.01200 (2021)

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