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Wen-Hung Kao
Publication Activity (10 Years)
Years Active: 2014-2014
Publications (10 Years): 0
Top Topics
Lattice Structure
Option Pricing
Black Scholes Model
Top Venues
Appl. Math. Comput.
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Publications
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Wen-Hung Kao
,
Yuh-Dauh Lyuu
,
Kuo-Wei Wen
The hexanomial lattice for pricing multi-asset options.
Appl. Math. Comput.
233 (2014)