Finite difference method for the multi-asset black-scholes equations

Sangkwon Kim, Darae Jeong, Chaeyoung Lee, Junseok Kim

Research output: Contribution to journalReview articlepeer-review

1 Citation (Scopus)

Fingerprint Dive into the research topics of 'Finite difference method for the multi-asset black-scholes equations'. Together they form a unique fingerprint.

Mathematics