Pricing American Options on Dividend-Paying Stocks and Estimating the Greek Letters Using Leisen-Reimer Binomial Trees - researchr publication authors

researchr

You are not signed in
Sign in
Sign up

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]

This author has not been identified. Look up 'Nan Zhang' in GoogleThis author has not been identified. Look up 'Kaiyu Wan' in GoogleThis author has not been identified. Look up 'Eng Gee Lim' in GoogleThis author has not been identified. Look up 'Ka Lok Man' in Google

runs on WebDSL