1

A multi-dimensional local average lattice method for multi-asset models

Year:
2013
Language:
english
File:
PDF, 559 KB
english, 2013
8

Adaptive lattice methods for multi-asset models

Year:
2008
Language:
english
File:
PDF, 1.06 MB
english, 2008
13

An adaptive averaging binomial method for option valuation

Year:
2013
Language:
english
File:
PDF, 574 KB
english, 2013