Mesh-free approximation for pricing multi-asset options
(2008) 2nd International Conference on Numerical Methods in Finance — Location: Dublin (4.June.2008)
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- Affiliations
University of Reading (UK) ICMA
Citations
Hanert, E., & Venkatramanan, A. (2008). Mesh-free approximation for pricing multi-asset options. 2nd International Conference on Numerical Methods in Finance, Dublin. https://hdl.handle.net/2078.5/230345