Deloire, O., & Roth, L. (2024). Multi-asset and generalised Local Volatility. An efficient implementation.
Chicago Style (17th ed.) CitationDeloire, Olivier, and Louis Roth. Multi-asset and Generalised Local Volatility. An Efficient Implementation. 2024.
MLA (9th ed.) CitationDeloire, Olivier, and Louis Roth. Multi-asset and Generalised Local Volatility. An Efficient Implementation. 2024.
Warning: These citations may not always be 100% accurate.