the Best paper award, the IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr), New York City, March 29–30, 2012.

  • Dai, Tian-Shyr (Recipient), Wang, Chuan-Ju (Recipient) & Lyuu, Yuh-Dauh (Recipient)

獎項: Honorary award

Description

A Multi-Phase, Flexible, and Accurate Lattice for Pricing Complex Derivatives with Multiple Market Variables.

    指紋