Year | 2010 |
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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 |