Year | 2009 |
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Authors | Tian-Shyr Dai ,Chuan-Ju Wang, Tian-Shyr Dai, Yuh-Dauh Lyuu, Yen-Chun Liu |
Paper Title | An Efficient and Accurate Lattice for Pricing Derivatives under a Jump-Diffusion Process |
Conference Name | ACM SAC'09 Symposium on Applied Computing |
Paper Type | 會議論文 |