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"The forward-path method for pricing multi-asset American-style options ..."

Wenbin Hu, Shenghong Li (2014)

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DOI: 10.1016/J.CAM.2013.11.026

access: open

type: Journal Article

metadata version: 2021-02-16

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Wenbin Hu, Shenghong Li:
The forward-path method for pricing multi-asset American-style options under general diffusion processes. J. Comput. Appl. Math. 263: 25-31 (2014)

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