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]
@inproceedings{ZhangWLM13,
title = {Pricing American Options on Dividend-Paying Stocks and Estimating the Greek Letters Using Leisen-Reimer Binomial Trees},
author = {Nan Zhang and Kaiyu Wan and Eng Gee Lim and Ka Lok Man},
year = {2013},
doi = {10.1007/978-3-642-38027-3_73},
url = {http://dx.doi.org/10.1007/978-3-642-38027-3_73},
researchr = {https://researchr.org/publication/ZhangWLM13},
cites = {0},
citedby = {0},
pages = {676-685},
booktitle = {Grid and Pervasive Computing - 8th International Conference, GPC 2013 and Colocated Workshops, Seoul, Korea, May 9-11, 2013. Proceedings},
editor = {James J. Park and Hamid R. Arabnia and Cheonshik Kim and Weisong Shi and Joon-Min Gil},
volume = {7861},
series = {Lecture Notes in Computer Science},
publisher = {Springer},
isbn = {978-3-642-38026-6},
}