"The hexanomial lattice for pricing multi-asset options."

Wen-Hung Kao, Yuh-Dauh Lyuu, Kuo-Wei Wen (2014)

Details and statistics

DOI: 10.1016/J.AMC.2014.01.173

access: closed

type: Journal Article

metadata version: 2020-02-21

a service of  Schloss Dagstuhl - Leibniz Center for Informatics