1. An operator splitting method for multi-asset options with the Feynman-Kac formula. (1st April 2023) Authors: Cho, Junhyun; Yang, Donghee; Kim, Yejin; Lee, Sungchul Journal: Computers & mathematics with applications Issue: Volume 135(2023) Page Start: 93 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗