"A multi-phase, flexible, and accurate lattice for pricing complex ..."

Chuan-Ju Wang, Tian-Shyr Dai, Yuh-Dauh Lyuu (2012)

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DOI: 10.1109/CIFER.2012.6327775

access: closed

type: Conference or Workshop Paper

metadata version: 2017-06-02

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Chuan-Ju Wang, Tian-Shyr Dai, Yuh-Dauh Lyuu:
A multi-phase, flexible, and accurate lattice for pricing complex derivatives with multiple market variables. CIFEr 2012: 1-8

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