Tian-Shyr Dai, Yuh-Dauh Lyuu. Pricing Double Barrier Options by Combinatorial Approaches. In Ajith Abraham, Yasuhiko Dote, Takeshi Furuhashi, Mario Köppen, Azuma Ohuchi, Yukio Ohsawa, editors, Soft Computing as Transdisciplinary Science and Technology, Proceedings of the fourth IEEE International Workshop, WSTST 05, Muroran, Japan. Volume 29 of Advances in Soft Computing, pages 1131-1140, Springer, 2005. [doi]
@inproceedings{DaiL05,
title = {Pricing Double Barrier Options by Combinatorial Approaches},
author = {Tian-Shyr Dai and Yuh-Dauh Lyuu},
year = {2005},
doi = {10.1007/3-540-32391-0_116},
url = {http://dx.doi.org/10.1007/3-540-32391-0_116},
tags = {systematic-approach},
researchr = {https://researchr.org/publication/DaiL05},
cites = {0},
citedby = {0},
pages = {1131-1140},
booktitle = {Soft Computing as Transdisciplinary Science and Technology, Proceedings of the fourth IEEE International Workshop, WSTST 05, Muroran, Japan},
editor = {Ajith Abraham and Yasuhiko Dote and Takeshi Furuhashi and Mario Köppen and Azuma Ohuchi and Yukio Ohsawa},
volume = {29},
series = {Advances in Soft Computing},
publisher = {Springer},
isbn = {978-3-540-25055-5},
}