"Multi-Asset Barrier Options Pricing by Collocation BEM (with Matlab® ..."

Alessandra Aimi, Chiara Guardasoni (2021)

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DOI: 10.3390/AXIOMS10040301

access: open

type: Journal Article

metadata version: 2023-08-28

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Alessandra Aimi, Chiara Guardasoni:
Multi-Asset Barrier Options Pricing by Collocation BEM (with Matlab® Code). Axioms 10(4): 301 (2021)

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