Accurate and efficient computations for the Greeks of European multi-asset options
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Publication:5258043
DOI10.12941/JKSIAM.2014.18.061zbMATH Open1375.91242OpenAlexW2073034423MaRDI QIDQ5258043FDOQ5258043
Authors: Seunggyu Lee, Yibao Li, Yongho Choi, Hyoungseok Hwang, Junseok Kim 
Publication date: 25 June 2015
Published in: Journal of the Korea Society for Industrial and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.12941/jksiam.2014.18.061
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