https://scholars.lib.ntu.edu.tw/handle/123456789/334155
Title: | A convergent quadratic-time lattice algorithm for pricing European-style Asian options | Authors: | Hsu, William Wei-Yuan Lyuu, Yuh-Dauh YUH-DAUH LYUU |
Issue Date: | 2007 | Journal Volume: | 189 | Journal Issue: | 2 | Start page/Pages: | 1099-1123 | Source: | Applied Mathematics and Computation | URI: | http://www.scopus.com/inward/record.url?eid=2-s2.0-34249083878&partnerID=MN8TOARS http://scholars.lib.ntu.edu.tw/handle/123456789/334155 |
DOI: | 10.1016/j.amc.2006.11.180 |
Appears in Collections: | 資訊工程學系 |
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