Skip to main content
English
中文
Log In
Log in
Log in with ORCID
NTU Single Sign On
Have you forgotten your password?
Home
College of Electrical Engineering and Computer Science / 電機資訊學院
Computer Science and Information Engineering / 資訊工程學系
Efficient trinomial trees for local-volatility models in pricing double-barrier options
Details
Efficient trinomial trees for local-volatility models in pricing double-barrier options
Journal
Journal of Futures Markets
Journal Volume
40
Journal Issue
4
Pages
556-574
Date Issued
2020
Author(s)
Lok, U.H.
YUH-DAUH LYUU
DOI
10.1002/fut.22080
URI
https://www.scopus.com/inward/record.url?eid=2-s2.0-85076215001&partnerID=40&md5=74cb21e20e26825c2f5633fbaad3ff4f
https://scholars.lib.ntu.edu.tw/handle/123456789/559378
Type
journal article
