Nan Zhang, Kaiyu Wan, Eng Gee Lim, Ka Lok Man. Pricing American Options on Dividend-Paying Stocks and Estimating the Greek Letters Using Leisen-Reimer Binomial Trees. In James J. Park, Hamid R. Arabnia, Cheonshik Kim, Weisong Shi, Joon-Min Gil, editors, Grid and Pervasive Computing - 8th International Conference, GPC 2013 and Colocated Workshops, Seoul, Korea, May 9-11, 2013. Proceedings. Volume 7861 of Lecture Notes in Computer Science, pages 676-685, Springer, 2013. [doi]
Abstract is missing.