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"Pricing Algorithms of Multivariate Path Dependent Options."

Yue Kuen Kwok, Hoi Ying Wong, Ka Wo Lau (2001)

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DOI: 10.1006/JCOM.2001.0594

access: open

type: Journal Article

metadata version: 2021-10-14

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  dblp key:
  - journals/jc/KwokWL01
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  - https://dblp.org/rec/journals/jc/KwokWL01
Yue Kuen Kwok, Hoi Ying Wong, Ka Wo Lau:
Pricing Algorithms of Multivariate Path Dependent Options. J. Complex. 17(4): 773-794 (2001)

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