A Numerical Method to Approximate Multi-Asset Option Pricing Under Exponential Lévy Model
Crossref DOI link: https://doi.org/10.1007/s10614-016-9605-0
Published Online: 2016-08-30
Published Print: 2017-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Khodayari, Leila
Ranjbar, Mojtaba
License valid from 2016-08-30