Numerical Valuation of American Basket Options via Partial Differential Complementarity Problems

MLA

Karel J. in’t Hout, and Jacob Snoeijer. “Numerical Valuation of American Basket Options via Partial Differential Complementarity Problems.” Mathematics, vol. 9, no. 13, June 2021, p. 1498. EBSCOhost, https://doi.org/10.3390/math9131498.

APA

Karel J. in’t Hout, & Jacob Snoeijer. (2021). Numerical Valuation of American Basket Options via Partial Differential Complementarity Problems. Mathematics, 9(13), 1498. https://doi.org/10.3390/math9131498

Chicago

Karel J. in’t Hout, and Jacob Snoeijer. 2021. “Numerical Valuation of American Basket Options via Partial Differential Complementarity Problems.” Mathematics 9 (13): 1498. doi:10.3390/math9131498.