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"An efficient numerical method for the valuation of American multi-asset ..."

Qi Zhang et al. (2020)

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DOI: 10.1007/S40314-020-01290-9

access: closed

type: Journal Article

metadata version: 2022-02-08

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Qi Zhang, Haiming Song, Chengbo Yang, Fangfang Wu:
An efficient numerical method for the valuation of American multi-asset options. Comput. Appl. Math. 39(3) (2020)

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