Year | 2007 |
---|---|
Authors | Tian-Shyr Dai ,Tian-Shyr Dai, Yuh-Dauh Lyuu |
Paper Title | An exact subexponential-time lattice algorithm for Asian options |
Journal Title | Acta Informatica |
Vol.No | 44 |
Page(s) | 23-39 |
Level Type | SCI |
Total Pages | 17 |
Login Department of Information Management and Finance, NYCU
Year | 2007 |
---|---|
Authors | Tian-Shyr Dai ,Tian-Shyr Dai, Yuh-Dauh Lyuu |
Paper Title | An exact subexponential-time lattice algorithm for Asian options |
Journal Title | Acta Informatica |
Vol.No | 44 |
Page(s) | 23-39 |
Level Type | SCI |
Total Pages | 17 |