公開日期 | 標題 | 作者 | 來源出版物 | scopus | WOS | 全文 |
---|---|---|---|---|---|---|
2007 | Convergent Quadratic-Time Lattice Algorithm for Pricing European-Style Asian Options. | William Wei-Yuan Hsu; Lyuu, Yuh Dauh | Applied Mathematics and Computation | |||
2006 | Efficient Pricing of Discrete Asian Options | Yuh-Dauh Lyuu ; William Wei-Yuan Hsu | IASTED International Conference on Financial Engineering and Applications |