High performance algorithms for lattice-based derivative pricing models - researchr publication authors

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Wei Li 0015, Dinju Chen. High performance algorithms for lattice-based derivative pricing models. In Proceedings of the IEEE/IAFE 1997 Computational Intelligence for Financial Engineering, CIFEr 1997, New York City, USA, March 24-25, 1997. pages 8-14, IEEE, 1997. [doi]

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