A multi-dimensional local average lattice method for multi-asset models (Q5397424)
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scientific article; zbMATH DE number 6260377
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multi-dimensional local average lattice method for multi-asset models |
scientific article; zbMATH DE number 6260377 |
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A multi-dimensional local average lattice method for multi-asset models (English)
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20 February 2014
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lattice method
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local average
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multi-asset option pricing
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American options
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