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 | 2009 FMA European Conference |
Paper Type | 會議論文 |