http://ir.sinica.edu.tw/handle/201000000A/36444
Title: | An efficient and accurate lattice for pricing derivatives under a jump-diffusion process | Authors: | Tian-Shyr Dai Chuan-Ju Wang Yuh-Dauh Lyuu Yen-Chun Liu |
Issue Date: | 2010-12 | Relation: | APPLIED MATHEMATICS AND COMPUTATION 217(7):3174–3189 | URI: | http://ir.sinica.edu.tw/handle/201000000A/36444 | ISSN: | http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=Drexel&SrcApp=hagerty_opac&KeyRecord=0096-3003&DestApp=JCR&RQ=IF_CAT_BOXPLOT | URL: | http://www.sciencedirect.com/science/article/pii/S0096300310009148 |
Appears in Collections: | 資訊科技創新研究中心 |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.