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    AAIM
    2007
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    An Efficient, and Fast Convergent Algorithm for Barrier Options

    14 years 3 months ago
    An Efficient, and Fast Convergent Algorithm for Barrier Options
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    Tian-Shyr Dai, Yuh-Dauh Lyuu
    claim paper
    Added 12 Aug 2010
    Updated 12 Aug 2010
    Type Conference
    Year 2007
    Where AAIM
    Authors Tian-Shyr Dai, Yuh-Dauh Lyuu
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