An exact subexponential-time lattice algorithm for Asian options - researchr publication authors

researchr

You are not signed in
Sign in
Sign up

Tian-Shyr Dai, Yuh-Dauh Lyuu. An exact subexponential-time lattice algorithm for Asian options. In J. Ian Munro, editor, Proceedings of the Fifteenth Annual ACM-SIAM Symposium on Discrete Algorithms, SODA 2004, New Orleans, Louisiana, USA, January 11-14, 2004. pages 710-717, SIAM, 2004. [doi]

This author has not been identified. Look up 'Tian-Shyr Dai' in GoogleThis author has not been identified. Look up 'Yuh-Dauh Lyuu' in Google

runs on WebDSL