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26

AAIM
2007
Springer

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119views Algorithms» more AAIM 2007»

An Efficient, and Fast Convergent Algorithm for Barrier Options

14 years 2 months ago

An Efficient, and Fast Convergent Algorithm for Barrier Options

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Tian-Shyr Dai, Yuh-Dauh Lyuu

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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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