@article{d4234e467c394b9981af9a413772792f,
title = "Polynomial algorithms for pricing path-dependent interest rate instruments",
keywords = "Interest rate models, Path-dependent financial instruments, Pricing, Recombining trees",
author = "Ronald Hochreiter and Pflug, \{Georg Ch\}",
year = "2006",
month = oct,
doi = "10.1007/s10614-006-9049-z",
language = "English",
volume = "28",
pages = "291--309",
journal = "Computational Economics",
issn = "0927-7099",
publisher = "Springer Netherlands",
number = "3",
}