Adaptive lattice methods for multi-asset models (Q1004678)

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Adaptive lattice methods for multi-asset models
scientific article

    Statements

    title
    Adaptive lattice methods for multi-asset models (English)
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    author
    Kyoung-Sook Moon
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    Won-Jung Kim
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    Hongjoong Kim
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    publication date
    12 March 2009
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    zbMATH Keywords
    lattice method
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    multi-asset option pricing
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    adaptive mesh refinement
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    Identifiers

    zbMATH DE Number
    5528535
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