Tian-Shyr Dai, Li-min Liu, Yuh-Dauh Lyuu. Linear-time option pricing algorithms by combinatorics. Computers & Mathematics with Applications, 55(9):2142-2157, 2008. [doi]
@article{DaiLL08,
title = {Linear-time option pricing algorithms by combinatorics},
author = {Tian-Shyr Dai and Li-min Liu and Yuh-Dauh Lyuu},
year = {2008},
doi = {10.1016/j.camwa.2007.08.046},
url = {http://dx.doi.org/10.1016/j.camwa.2007.08.046},
researchr = {https://researchr.org/publication/DaiLL08},
cites = {0},
citedby = {0},
journal = {Computers & Mathematics with Applications},
volume = {55},
number = {9},
pages = {2142-2157},
}