"High performance algorithms for lattice-based derivative pricing models."

Wei Li, Dinju Chen (1997)

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DOI: 10.1109/CIFER.1997.618898

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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Wei Li, Dinju Chen:
High performance algorithms for lattice-based derivative pricing models. CIFEr 1997: 8-14

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