Linear-Time Combinatorial Option Pricing Algorithms on the Trinomial Lattice Model.

Tzu-Chun Chen Tian-Shyr Dai Jr-Yan Wang Linear-Time Combinatorial Option Pricing Algorithms on the Trinomial Lattice Model. 134-141 2010 CSC conf/csc/2010 db/conf/csc/csc2010.html#ChenDW10