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College of Electrical Engineering and Computer Science / 電機資訊學院
Computer Science and Information Engineering / 資訊工程學系
The waterline tree for separable local-volatility models
Details
The waterline tree for separable local-volatility models
Journal
Computers and Mathematics with Applications
Journal Volume
73
Journal Issue
4
Pages
537-559
Date Issued
2017
Author(s)
Lok, U.H.
YUH-DAUH LYUU
DOI
10.1016/j.camwa.2016.12.008
URI
http://www.scopus.com/inward/record.url?eid=2-s2.0-85009458373&partnerID=MN8TOARS
http://scholars.lib.ntu.edu.tw/handle/123456789/400339
SDGs
[SDGs]SDG8
[SDGs]SDG16
Type
journal article
