BibTeX record journals/af/ChenHHK14

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@article{DBLP:journals/af/ChenHHK14,
  author       = {Bryant Chen and
                  William W. Y. Hsu and
                  Jan{-}Ming Ho and
                  Ming{-}Yang Kao},
  title        = {Linear-time accurate lattice algorithms for tail conditional expectation},
  journal      = {Algorithmic Finance},
  volume       = {3},
  number       = {1-2},
  pages        = {87--140},
  year         = {2014},
  url          = {https://doi.org/10.3233/AF-140034},
  doi          = {10.3233/AF-140034},
  timestamp    = {Wed, 17 May 2017 14:25:51 +0200},
  biburl       = {https://dblp.org/rec/journals/af/ChenHHK14.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}