Valuing option on the maximum of two assets using improving modified Gauss-Seidel method Conference Paper

http://dx.doi.org/10.1063/1.4887582

authors

Koh, Wei Sin
Muthuvalu, Mohana Sundaram
Aruchunan, Elayaraja
Sulaiman, Jumat

publication date

2014

published in

INTERNATIONAL SYMPOSIUM ON GREEN AND SUSTAINABLE TECHNOLOGY (ISGST2019) Journal

Digital Object Identifier (DOI)

https://doi.org/10.1063/1.4887582