"An efficient pricing method for rainbow options based on two-dimensional ..."

Qing-Jiang Meng, Deng Ding (2013)

> Home

Details and statistics

DOI: 10.1080/00207160.2012.749349

access: closed

type: Journal Article

metadata version: 2017-05-28

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/ijcm/MengD13
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/ijcm/MengD13
Qing-Jiang Meng, Deng Ding:
An efficient pricing method for rainbow options based on two-dimensional modified sine-sine series expansions. Int. J. Comput. Math. 90(5): 1096-1113 (2013)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.