Super-Fast computation for the three-asset equity-linked securities using the finite difference method

Chaeyoung Lee, Jisang Lyu, Eunchae Park, Wonjin Lee, Sangkwon Kim, Darae Jeong, Junseok Kim

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)

Fingerprint

Dive into the research topics of 'Super-Fast computation for the three-asset equity-linked securities using the finite difference method'. Together they form a unique fingerprint.

Mathematics

Engineering & Materials Science