"The hexanomial lattice for pricing multi-asset options."

Wen-Hung Kao, Yuh-Dauh Lyuu, Kuo-Wei Wen (2014)

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DOI: 10.1016/J.AMC.2014.01.173

access: closed

type: Journal Article

metadata version: 2020-02-21

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Wen-Hung Kao, Yuh-Dauh Lyuu, Kuo-Wei Wen:
The hexanomial lattice for pricing multi-asset options. Appl. Math. Comput. 233: 463-479 (2014)

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