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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 hexanomial lattice for pricing multi-asset options
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The hexanomial lattice for pricing multi-asset options
Journal
Applied Mathematics and Computation
Journal Volume
233
Pages
463-479
Date Issued
2014
Author(s)
Kao, W.-H.
Lyuu, Y.-D.
Wen, K.-W.
YUH-DAUH LYUU
DOI
10.1016/j.amc.2014.01.173
URI
http://www.scopus.com/inward/record.url?eid=2-s2.0-84896813126&partnerID=MN8TOARS
http://scholars.lib.ntu.edu.tw/handle/123456789/388997
Type
journal article