A multi-phase, flexible, and accurate lattice for pricing complex derivatives with multiple market variables

Wang, C.-J.C.-J.WangDai, T.-S.T.-S.DaiYUH-DAUH LYUU2018-09-102018-09-102012http://www.scopus.com/inward/record.url?eid=2-s2.0-84869788893&partnerID=MN8TOARShttp://scholars.lib.ntu.edu.tw/handle/123456789/374472[SDGs]SDG8A multi-phase, flexible, and accurate lattice for pricing complex derivatives with multiple market variablesconference paper10.1109/CIFEr.2012.6327775