Adaptive lattice methods for multi-asset models (Q1004678): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 20:59, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive lattice methods for multi-asset models |
scientific article |
Statements
Adaptive lattice methods for multi-asset models (English)
0 references
12 March 2009
0 references
lattice method
0 references
multi-asset option pricing
0 references
adaptive mesh refinement
0 references
