The waterline tree for separable local-volatility models

Lok, U.H.U.H.LokYUH-DAUH LYUU2018-09-102018-09-102017http://www.scopus.com/inward/record.url?eid=2-s2.0-85009458373&partnerID=MN8TOARShttp://scholars.lib.ntu.edu.tw/handle/123456789/400339[SDGs]SDG8[SDGs]SDG16The waterline tree for separable local-volatility modelsjournal article10.1016/j.camwa.2016.12.008