A multiphase, flexible, and accurate lattice for pricing complex derivatives with multiple market variables

Journal

Journal of Futures Markets

Journal Volume

33

Journal Issue

9

Pages

795-826

Date Issued

2013

Author(s)

Dai, T.-S.

Wang, C.-J.

DOI

10.1002/fut.21565

URI

http://www.scopus.com/inward/record.url?eid=2-s2.0-84879422861&partnerID=MN8TOARS

http://scholars.lib.ntu.edu.tw/handle/123456789/381840

Type

journal article