William Wei-Yuan Hsu

Publication Activity (10 Years)

Years Active: 2007-2011
Publications (10 Years): 0

Publications

William Wei-Yuan Hsu, Yuh-Dauh Lyuu
Efficient pricing of discrete Asian options. Appl. Math. Comput. 217 (24) (2011)
William Wei-Yuan Hsu, Yuh-Dauh Lyuu
A convergent quadratic-time lattice algorithm for pricing European-style Asian options. Appl. Math. Comput. 189 (2) (2007)