Browse Papers
From IFORS
Contact Us
English
Remember me
Login
Forgot password?
Kai Wang Ng
Information about the author Kai Wang Ng will soon be added to the site.
Found
1 papers
in total
Date Descending
Date Ascending
Title Descending
Title Ascending
Pricing discrete barrier and hindsight options with the tridiagonal probability algorithm
2001
This paper develops an algorithm to calculate the Brownian multivariate normal...
Papers per page:
6 Papers
12 Papers
24 Papers
36 Papers
48 Papers
