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Institution Date Title Author
國立臺灣大學 2010-12 An Improved Combinatorial Approach for Pricing Parisian Options Lyuu, Yauh-Dauh; Wu, Cheng-Wei
國立臺灣大學 2010 A Closed-Form Formula for an Option with Discrete and Continuous Barriers Chen, Jung-Ying; Lyuu, Yauh-Dauh; Wang, Chuan-Ju

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