Multi-asset option pricing a parallel fourier-based technique / C.C.W. Leentvaar and C.W. Oosterlee.
Material type:
ArticleLanguage: English Subject(s):
In:
The Journal of Computational Finance Incisive Media Vol. 12, No. 1 (Fall 2008). , p. 1-26.
Holdings: Vol. 12, No. 1 (Fall 2008). , p. 1-26.
Notas al pie del texto.
Bibliografía: p. 25-26.
There are no comments on this title.
Log in to your account to post a comment.