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J-GLOBAL ID：201902204386944745   Reference number：19S0570156

Higher-order interpolated lattice schemes for multidimensional option pricing problems

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Author (1)：
Tanaka, Hideyuki

About Tanaka, Hideyuki

(Graduate School of Science and Engineering, Ritsumeikan University)

About Graduate School of Science and Engineering, Ritsumeikan University


Material：
Journal of Computational and Applied Mathematics

About Journal of Computational and Applied Mathematics


Volume： 255  Page： 313-333  Publication year： 2014 
JST Material Number： SCOPUS  ISSN： 0377-0427 
Country of issue： Netherlands (NLD)  Language： English (EN)

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