Pricing multi-asset option problems: a Chebyshev pseudo-spectral method
Crossref DOI link: https://doi.org/10.1007/s10543-018-0722-0
Published Online: 2018-09-03
Published Print: 2019-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Soleymani, Fazlollah http://orcid.org/0000-0002-6905-8951
Text and Data Mining valid from 2018-09-03
Article History
Received: 10 December 2017
Accepted: 27 August 2018
First Online: 3 September 2018