Adaptive lattice methods for multi-asset models (Q1004678): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.camwa.2007.12.008 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1965256718 / rank | |||
Normal rank | |||
Revision as of 18:04, 19 March 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
