Author:
Dai Tian-Shyr,Huang Guan-Shieng,Lyuu Yuh-Dauh
Subject
Applied Mathematics,Computational Mathematics
Reference34 articles.
1. Financial Engineering and Computation: Principles, Mathematics, and Algorithms;Lyuu,2002
2. The pricing of options and corporate liabilities;Black;J. Political Econ.,1973
3. Approximate option pricing;Chalasani;Algorithmica,1999
4. Theory of Financial Decision Making;Ingersoll,1987
5. Pricing continuously sampled Asian options with perturbation method;Zhang;J. Futures Markets,2003
Cited by
12 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献