"Linear-Time Combinatorial Option Pricing Algorithms on the Trinomial ..."

Tzu-Chun Chen, Tian-Shyr Dai, Jr-Yan Wang (2010)

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DOI: —

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type: Conference or Workshop Paper

metadata version: 2010-12-07

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Tzu-Chun Chen, Tian-Shyr Dai, Jr-Yan Wang:
Linear-Time Combinatorial Option Pricing Algorithms on the Trinomial Lattice Model. CSC 2010: 134-141

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