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

Dai, T.-S.T.-S.DaiWang, C.-J.C.-J.WangYUH-DAUH LYUU2018-09-102018-09-102013http://www.scopus.com/inward/record.url?eid=2-s2.0-84879422861&partnerID=MN8TOARShttp://scholars.lib.ntu.edu.tw/handle/123456789/381840A multiphase, flexible, and accurate lattice for pricing complex derivatives with multiple market variablesjournal article10.1002/fut.21565