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Travelled to:
1 × USA
Collaborated with:
C.Wang T.Dai Y.Lyuu
Talks about:
process (1) lattic (1) effici (1) diffus (1) under (1) price (1) deriv (1) accur (1) jump (1)

Person: Yen-Chun Liu

DBLP DBLP: Liu:Yen=Chun

Contributed to:

SAC 20092009

Wrote 1 papers:

SAC-2009-WangDLL #performance #process
An efficient and accurate lattice for pricing derivatives under a jump-diffusion process (CJW, TSD, YDL, YCL), pp. 966–970.
Bibliography of Software Language Engineering in Generated Hypertext (BibSLEIGH) is created and maintained by Dr. Vadim Zaytsev.
Hosted as a part of SLEBOK on GitHub.