Year 2010
Authors Tian-Shyr Dai ,Tian-Shyr Dai, Yuh-Dauh Lyuu, Chuan-Ju Wang, and Yen-Chun Liu
Paper Title An Efficient and Accurate Lattice for Pricing Derivatives under a Jump-diffusion Process
Journal Title Applied Mathematics and Computation
Issue.No 217
Total Pages 3174-3189
Language Chinese