第 1 到 2 筆結果,共 2 筆。
公開日期 | 標題 | 作者 | 來源出版物 | scopus | WOS | 全文 | |
---|---|---|---|---|---|---|---|
1 | 2005 | On Accurate and Provably Efficient GARCH Option Pricing Algorithms | Lyuu, Yuh-Dauh ; Wu, Chi-Ning | ||||
2 | 2003 | Complexity of the ritchken-trevor-cakici-topyan GARCH option pricing algorithm | Lyuu, Yuh-Dauh ; Wu, Chi-Ning | IASTED International Conference on Financial Engineering and Applications |