Cite
Primal-dual active-set method for solving the unilateral pricing problem of American better-of options on two assets.
MLA
Qian, Yiyuan, et al. “Primal-Dual Active-Set Method for Solving the Unilateral Pricing Problem of American Better-of Options on Two Assets.” Electronic Research Archive, vol. 30, no. 1, Jan. 2022, pp. 1–26. EBSCOhost, https://doi.org/10.3934/era.2022005.
APA
Qian, Y., Song, H., Wang, X., & Zhang, K. (2022). Primal-dual active-set method for solving the unilateral pricing problem of American better-of options on two assets. Electronic Research Archive, 30(1), 1–26. https://doi.org/10.3934/era.2022005
Chicago
Qian, Yiyuan, Haiming Song, Xiaoshen Wang, and Kai Zhang. 2022. “Primal-Dual Active-Set Method for Solving the Unilateral Pricing Problem of American Better-of Options on Two Assets.” Electronic Research Archive 30 (1): 1–26. doi:10.3934/era.2022005.