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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
A convergent quadratic-time lattice algorithm for pricing European-style Asian options
Details
A convergent quadratic-time lattice algorithm for pricing European-style Asian options
Journal
Second IASTED International Conference on Financial Engineering and Applications
Pages
1-6
Date Issued
2004
Author(s)
Hsu, W.W.
YUH-DAUH LYUU
URI
http://www.scopus.com/inward/record.url?eid=2-s2.0-11144340244&partnerID=MN8TOARS
http://scholars.lib.ntu.edu.tw/handle/123456789/310923
Type
conference paper