"High-order computational methods for option valuation under multifactor ..."

Nisha Rambeerich et al. (2013)

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DOI: 10.1016/J.EJOR.2012.07.023

access: closed

type: Journal Article

metadata version: 2023-09-30

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Nisha Rambeerich, Désiré Yannick Tangman, M. R. Lollchund, Muddun Bhuruth:
High-order computational methods for option valuation under multifactor models. Eur. J. Oper. Res. 224(1): 219-226 (2013)

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