Pricing European multi-asset options using a space–time adaptive FD-method

✍ Scribed by Jonas Persson; Lina von Sydow

• Publisher: Springer-Verlag
• Year: 2007
• Tongue: English
• Weight: 52 KB
• Volume: 10
• Category: Article
• ISSN: 1432-9360
• DOI: 10.1007/s00791-007-0076-7