Tian-Shyr Dai, Yuh-Dauh Lyuu, Li-min Liu. Developing Efficient Option Pricing Algorithms by Combinatorial Techniques. In Hamid R. Arabnia, editor, Proceedings of the 2006 International Conference on Scientific Computing, CSC 2006, Las Vegas, Nevada, USA, June 26-29, 2006. pages 104-110, CSREA Press, 2006.
Abstract is missing.