A Simple Generalization of Kirk's Approximation for Multi-Asset Spread Options by the Lie-Trotter Operator Splitting Method
Publication in refereed journal


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Other information
All Author(s) ListLO Chi Fai
Journal nameJournal of Mathematical Finance
Year2014
Month5
Issue Number4
PublisherScientific Research Publishing
Place of PublicationUnited States of America
Pages178
ISSN2162-2434
LanguagesEnglish-United Kingdom

Last updated on 2018-20-01 at 07:42