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"Partial Differential Equation Pricing of Contingent Claims under ..."

Nat Chun-Ho Leung, Christina C. Christara, Duy-Minh Dang (2018)

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DOI: 10.1137/16M1099017

access: closed

type: Journal Article

metadata version: 2023-08-28

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Nat Chun-Ho Leung, Christina C. Christara, Duy-Minh Dang:
Partial Differential Equation Pricing of Contingent Claims under Stochastic Correlation. SIAM J. Sci. Comput. 40(1) (2018)

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