Year | 2004 |
---|---|
Authors | Tian-Shyr Dai ,Tian-Shyr Dai, Y. D. Lyuu |
Paper Title | An Exact Subexponential-Time Lattice Algorithm for Asian Options |
Conference Name | In Proceedings of ACM-SIAM Symposium on Discrete Algorithms |
Peroid | Jan. 11-13, 2004 |
Paper Type | 會議論文 |