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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
An efficient, and fast convergent algorithm for barrier options
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An efficient, and fast convergent algorithm for barrier options
Journal
Lecture Notes in Computer Science
Journal Volume
4508 LNCS
Pages
251-261
Date Issued
2007
Author(s)
Dai, T.-S.
YUH-DAUH LYUU
URI
http://www.scopus.com/inward/record.url?eid=2-s2.0-38149086017&partnerID=MN8TOARS
http://scholars.lib.ntu.edu.tw/handle/123456789/334157
Type
book
