Linear-Time Accurate Lattice Algorithms for Tail Conditional Expectation

Please use this identifier to cite or link to this item: http://ir.sinica.edu.tw/handle/201000000A/40667

Title:	Linear-Time Accurate Lattice Algorithms for Tail Conditional Expectation
Authors:	Bryant Chen William W.Y. Hsu Jan-Ming Ho Ming-Yang Kao
Issue Date:	2014-05
Relation:	Algorithmic Finance 3(1-2), 87-140
URI:	http://ir.sinica.edu.tw/handle/201000000A/40667
Appears in Collections:	資訊科學研究所

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