%0 Journal Article %1 Gilli2002 %A Gilli, Manfred %A Këllezi, Evis %A Pauletto, Giorgio %D 2002 %J Journal of Economic Dynamics and Control %K Multivariate option pricing %N 9-10 %P 1499--1515 %T Solving finite difference schemes arising in trivariate option pricing %U http://www.sciencedirect.com/science/article/B6V85-44X0523-1/1/dc5b9598987fe12673ea333aedfd80ab %V 26

@article{Gilli2002, added-at = {2008-04-22T15:17:45.000+0200}, author = {Gilli, Manfred and K{\"e}llezi, Evis and Pauletto, Giorgio}, biburl = {https://www.bibsonomy.org/bibtex/220ef1f650adf8f2d148e2b2f33b87a3e/smicha}, interhash = {7150a5686b2662cdf81cf064d3fe8a97}, intrahash = {20ef1f650adf8f2d148e2b2f33b87a3e}, journal = {Journal of Economic Dynamics and Control}, keywords = {Multivariate option pricing}, month = Aug, number = {9-10}, pages = {1499--1515}, timestamp = {2008-04-22T15:25:53.000+0200}, title = {Solving finite difference schemes arising in trivariate option pricing}, url = {http://www.sciencedirect.com/science/article/B6V85-44X0523-1/1/dc5b9598987fe12673ea333aedfd80ab}, volume = 26, year = 2002 }