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Fast Pricing of European Asian Options with Provable Accuracy: Single-stock and Basket Options

, , и . CoRR, (2001)

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Ming Yang

Ming Yang

Ming-Rea Kao

Ming-Yang Yü

Odej Kao

 

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Optimal Bidding Algorithms Against Cheating in Multiple-Object Auctions., , и . COCOON, том 1276 из Lecture Notes in Computer Science, стр. 192-201. Springer, (1997)Optimal On-Line Scheduling of Parallel Jobs with Dependencies., , , и . J. Comb. Optim., 1 (4): 393-411 (1998)Complexities for Generalized Models of Self-Assembly., , , , , и . SIAM J. Comput., 34 (6): 1493-1515 (2005)Address generation for nanowire decoders., , и . ACM Great Lakes Symposium on VLSI, стр. 525-528. ACM, (2007)Parallel Depth-First Search in General Directed Graphs (Preliminary Version), , и . STOC, стр. 297-308. ACM, (1989)Nonplanar Topological Inference and Political-Map Graphs., , и . SODA, стр. 195-204. ACM/SIAM, (1999)Randomized Fast Design of Short DNA Words., , и . ICALP, том 3580 из Lecture Notes in Computer Science, стр. 1275-1286. Springer, (2005)Optimal Bid Sequences for Multiple-Object Auctions with Unequal Budgets., , и . ISAAC, том 1969 из Lecture Notes in Computer Science, стр. 84-95. Springer, (2000)A Decomposition Theorem for Maximum Weight Bipartite Matchings with Applications to Evolutionary Trees., , , и . ESA, том 1643 из Lecture Notes in Computer Science, стр. 438-449. Springer, (1999)The development of a real-time valuation service of financial derivatives., , , , , и . CIFEr, стр. 1-8. IEEE, (2012)