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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
Details
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
