author = { Chen, Bryant Hsu, William W.Y AND Ho, Jan-Ming AND Kao, Ming-Yang },

title = { Linear-Time Accurate Lattice Algorithms for Tail Conditional Expectation },

publisher = {SSRN},

year = {[2014]},

abstract = {In: Algorithmic Finance 2014, 3:1-2, 87-140},

abstract = {Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 26, 2014 erstellt},

address = { [S.l.] },

url = { http://slubdd.de/katalog?TN_libero_mab2 }