Efficient and Robust Combinatorial Option Pricing Algorithms on the Trinomial Lattice for Polynomial and Barrier Options

Jr Yan Wang, Chuan Ju Wang, Tian Shyr Dai, Tzu Chun Chen, Liang Chih Liu*, Lei Zhou

*此作品的通信作者

研究成果: Article同行評審

指紋

深入研究「Efficient and Robust Combinatorial Option Pricing Algorithms on the Trinomial Lattice for Polynomial and Barrier Options」主題。共同形成了獨特的指紋。

Mathematics

Engineering & Materials Science