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"An Efficient, and Fast Convergent Algorithm for Barrier Options."

Tian-Shyr Dai, Yuh-Dauh Lyuu (2007)

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DOI: 10.1007/978-3-540-72870-2_24

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-24

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  dblp key:
  - conf/aaim/DaiL07
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  - https://dblp.org/rec/conf/aaim/DaiL07
Tian-Shyr Dai, Yuh-Dauh Lyuu:
An Efficient, and Fast Convergent Algorithm for Barrier Options. AAIM 2007: 251-261

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