A convergent quadratic-time lattice algorithm for pricing European-style Asian options
William Wei-Yuan Hsu, Yuh-Dauh LyuuVolume:
189
Year:
2007
Language:
english
Pages:
25
Journal:
Applied Mathematics and Computation
DOI:
10.1016/j.amc.2006.11.180
File:
PDF, 701 KB
english, 2007