Articles citing this article

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Cited article:

Numerical valuation of Bermudan basket options via partial differential equations

Karel J. in 't Hout and Jacob Snoeijer
International Journal of Computer Mathematics 98 (4) 829 (2021)
https://doi.org/10.1080/00207160.2020.1786542

Numerical Valuation of American Basket Options via Partial Differential Complementarity Problems

Karel J. in’t Hout and Jacob Snoeijer
Mathematics 9 (13) 1498 (2021)
https://doi.org/10.3390/math9131498