Spectral binomial tree: New algorithms for pricing barrier options
- 期刊名称Journal of Computational and Applied Mathematics
- 作者Muroi, Yoshifumi; Yamada, Takashi
- 卷第249卷
- 印刷ISSN0377-0427
- 文件大小407.27KB
- 发表时间2013-9
- DOI10.1016/j.cam.2012.10.036
- 页码107-119
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