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"Heterogeneous COS pricing of rainbow options."

Aurelien Cassagnes, Yu Chen, Hirotada Ohashi (2013)

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DOI: 10.1145/2535557.2535561

access: closed

type: Conference or Workshop Paper

metadata version: 2018-11-06

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  dblp key:
  - conf/sc/CassagnesCO13
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  - https://dblp.org/rec/conf/sc/CassagnesCO13
Aurelien Cassagnes, Yu Chen, Hirotada Ohashi:
Heterogeneous COS pricing of rainbow options. WHPCF@SC 2013: 2:1-2:7

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