资源描述：
《A new sampling strategy willow tree method with application to path-dependent option pricing》由会员上传分享，免费在线阅读，更多相关内容在学术论文-天天文库。
1、Thisarticlewasdownloadedby:[MrZhiwuHong]On:21April2013,At:19:31Publisher:RoutledgeInformaLtdRegisteredinEnglandandWalesRegisteredNumber:1072954Registeredoffice:MortimerHouse,37-41MortimerStreet,LondonW1T3JH,UKQuantitativeFinancePublicationdetails,includinginstructionsforauthorsand
2、subscriptioninformation:http://www.tandfonline.com/loi/rquf20Anewsamplingstrategywillowtreemethodwithapplicationtopath-dependentoptionpricingabaWeiXu,ZhiwuHong&ChenxiangQinaDepartmentofMathematics,TongjiUniversity,Shanghai,200092,ChinabWangYananInstituteforStudiesinEconomics(WISE)
3、,XiamenUniversity,Xiamen,361005,ChinaVersionofrecordfirstpublished:20Mar2013.Tocitethisarticle:WeiXu,ZhiwuHong&ChenxiangQin(2013):Anewsamplingstrategywillowtreemethodwithapplicationtopath-dependentoptionpricing,QuantitativeFinance,DOI:10.1080/14697688.2012.762111Tolinktothisarticl
4、e:http://dx.doi.org/10.1080/14697688.2012.762111PLEASESCROLLDOWNFORARTICLEFulltermsandconditionsofuse:http://www.tandfonline.com/page/terms-and-conditionsThisarticlemaybeusedforresearch,teaching,andprivatestudypurposes.Anysubstantialorsystematicreproduction,redistribution,resellin
5、g,loan,sub-licensing,systematicsupply,ordistributioninanyformtoanyoneisexpresslyforbidden.Thepublisherdoesnotgiveanywarrantyexpressorimpliedormakeanyrepresentationthatthecontentswillbecompleteoraccurateoruptodate.Theaccuracyofanyinstructions,formulae,anddrugdosesshouldbeindependen
6、tlyverifiedwithprimarysources.Thepublishershallnotbeliableforanyloss,actions,claims,proceedings,demand,orcostsordamageswhatsoeverorhowsoevercausedarisingdirectlyorindirectlyinconnectionwithorarisingoutoftheuseofthismaterial.QuantitativeFinance,2013http://dx.doi.org/10.1080/1469768
7、8.2012.762111Anewsamplingstrategywillowtreemethodwithapplicationtopath-dependentoptionpricingWEIXU*†,ZHIWUHONG‡andCHENXIANGQIN††DepartmentofMathematics,TongjiUniversity,Shanghai200092,China‡WangYananInstituteforStudiesinEconomics(WISE),XiamenUniversity,Xiamen361005,China(Received1
8、2June2012;infinalform18December201
