Pricing algorithms of multivariate path dependent options
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Publication:1347857
DOI10.1006/jcom.2001.0594zbMath0996.91070OpenAlexW2046319003WikidataQ60148477 ScholiaQ60148477MaRDI QIDQ1347857
Yue Kuen Kwok, Ka Wo Lau, Hoi Ying Wong
Publication date: 6 November 2002
Published in: Journal of Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jcom.2001.0594
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