Kao, W.-H.W.-H.KaoLyuu, Y.-D.Y.-D.LyuuWen, K.-W.K.-W.WenYUH-DAUH LYUU2018-09-102018-09-102014http://www.scopus.com/inward/record.url?eid=2-s2.0-84896813126&partnerID=MN8TOARShttp://scholars.lib.ntu.edu.tw/handle/123456789/388997The hexanomial lattice for pricing multi-asset optionsjournal article10.1016/j.amc.2014.01.173