High-order computational methods for option valuation under multifactor models
| Year of publication: |
2013
|
|---|---|
| Authors: | Rambeerich, N. ; Tangman, D.Y. ; Lollchund, M.R. ; Bhuruth, M. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 224.2013, 1 (1.1.), p. 219-226
|