1. Pricing Interest rate derivatives with piecewise multilinear interpolation and transition parameters
by Hatem Ben-Ameur, Lotti Karoui and Walid Mnit
Journal of Derivatives, 2014, 22(2)82-109


2. Pricing multi-asset option problems: a Chebyshev pseduo-spectral method
by Fazlollah Soleymani
BIT Numerical Mathematics 2019, 59(1)243-270


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