default search action

combined dblp search
author search
venue search
publication search

ask others

"A mixed derivative terms removing method in multi-asset option pricing ..."

Rafael Company et al. (2016)

> Home

Details and statistics

DOI: 10.1016/J.AML.2016.04.011

access: closed

type: Journal Article

metadata version: 2021-10-14

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/appml/CompanyEJS16
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/appml/CompanyEJS16
Rafael Company, Vera N. Egorova, Lucas Jódar, Fazlollah Soleymani:
A mixed derivative terms removing method in multi-asset option pricing problems. Appl. Math. Lett. 60: 108-114 (2016)

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.