Pricing multi-asset option problems: a Chebyshev pseudo-spectral method

DOI10.1007/s10543-018-0722-0zbMath1419.91654OpenAlexW2890728420MaRDI QIDQ1731613

Could not fetch data.

Publication date: 13 March 2019

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10543-018-0722-0

zbMATH Keywords

Could not fetch data.

Mathematics Subject Classification ID

Could not fetch data.