Year 2009
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