EFFICIENT AND ACCURATE FINITE DIFFERENCE METHOD FOR THE FOUR UNDERLYING ASSET ELS |
Hwang, Hyeongseok
(Department of Financial Engineering, Korea University)
Choi, Yongho (Department of Mathematics and Big Data, Daegu University) Kwak, Soobin (Department of Mathematics, Korea University) Hwang, Youngjin (Department of Mathematics, Korea University) Kim, Sangkwon (Department of Mathematics, Korea University) Kim, Junseok (Department of Mathematics, Korea University) |
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