Tian-Shyr Dai, Yuh-Dauh Lyuu. An Efficient, and Fast Convergent Algorithm for Barrier Options. In Ming-Yang Kao, Xiang-Yang Li, editors, Algorithmic Aspects in Information and Management, Third International Conference, AAIM 2007, Portland, OR, USA, June 6-8, 2007, Proceedings. Volume 4508 of Lecture Notes in Computer Science, pages 251-261, Springer, 2007. [doi]
@inproceedings{DaiL07:1,
title = {An Efficient, and Fast Convergent Algorithm for Barrier Options},
author = {Tian-Shyr Dai and Yuh-Dauh Lyuu},
year = {2007},
doi = {10.1007/978-3-540-72870-2_24},
url = {http://dx.doi.org/10.1007/978-3-540-72870-2_24},
researchr = {https://researchr.org/publication/DaiL07%3A1},
cites = {0},
citedby = {0},
pages = {251-261},
booktitle = {Algorithmic Aspects in Information and Management, Third International Conference, AAIM 2007, Portland, OR, USA, June 6-8, 2007, Proceedings},
editor = {Ming-Yang Kao and Xiang-Yang Li},
volume = {4508},
series = {Lecture Notes in Computer Science},
publisher = {Springer},
isbn = {978-3-540-72868-9},
}