The waterline tree for separable local-volatility models (Q2013448): Difference between revisions

@@ Property / author @@
-Yuh-Dauh Lyuu
@@ Property / author: Yuh-Dauh Lyuu / rank @@
-Normal rank
@@ Property / author @@
+Yuh-Dauh Lyuu
@@ Property / author: Yuh-Dauh Lyuu / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.camwa.2016.12.008
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+W2577025883
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
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+Q2768497
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