%0 Conference Proceedings
%A Gao, Peng
%A van der Meyden, Ron
%D 2007
%T A Linear Time Algorithm for Pricing European Sequential Barrier Options
%E Gudmundsson, Joachim
%E Jay, Barry
%B Thirteenth Computing: The Australasian Theory Symposium (CATS2007)
%C Ballarat, Australia
%I ACS
%V 65
%P 55-62
%S CRPIT
%! A Linear Time Algorithm for Pricing European Sequential Barrier Options
%F CRPITV65-55-62
%Z abstract
%U http://crpit.com/confpapers/CRPITV65Gao.pdf