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"An operator splitting method for multi-asset options with the Feynman-Kac ..."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

Junhyun Cho et al. (2023)

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DOI: 10.1016/J.CAMWA.2023.01.019

access: closed

type: Journal Article

metadata version: 2023-05-01

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Junhyun Cho, Donghee Yang, Yejin Kim, Sungchul Lee:
An operator splitting method for multi-asset options with the Feynman-Kac formula. Comput. Math. Appl. 135: 93-101 (2023)

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