A Hybrid Monte Carlo and Finite Difference Method for Option Pricing
Crossref DOI link: https://doi.org/10.1007/s10614-017-9730-4
Published Online: 2017-08-30
Published Print: 2019-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Jeong, Darae
Yoo, Minhyun
Yoo, Changwoo
Kim, Junseok
Funding for this research was provided by:
Korea University Grant
Korea Institute for Advanced Study
Text and Data Mining valid from 2017-08-30
Article History
Accepted: 28 August 2017
First Online: 30 August 2017