The forward-path method for pricing multi-asset American-style options under general diffusion processes

✍ Scribed by Hu, Wenbin; Li, Shenghong

• Book ID: 122170400
• Publisher: Elsevier Science
• Year: 2014
• Tongue: English
• Weight: 388 KB
• Volume: 263
• Category: Article
• ISSN: 0377-0427
• DOI: 10.1016/j.cam.2013.11.026