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"Optimal Algorithms for k-Search with Application in Option Pricing."

Julian Lorenz, Konstantinos Panagiotou, Angelika Steger (2009)

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DOI: 10.1007/S00453-008-9217-8

access: closed

type: Journal Article

metadata version: 2017-05-17

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  - journals/algorithmica/LorenzPS09
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  - https://dblp.org/rec/journals/algorithmica/LorenzPS09
Julian Lorenz, Konstantinos Panagiotou, Angelika Steger:
Optimal Algorithms for k-Search with Application in Option Pricing. Algorithmica 55(2): 311-328 (2009)

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