A NUMERICAL METHOD FOR PRICING AMERICAN-STYLE ASIAN OPTIONS...

International Journal of Theoretical and Applied Finance 2006 / 12 Vol. 9; Iss. 8

A NUMERICAL METHOD FOR PRICING AMERICAN-STYLE ASIAN OPTIONS UNDER GARCH MODEL

SHAO, DAN
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
9
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024906003986
Date:
December, 2006
File:
PDF, 377 KB
english, 2006
Conversion to is in progress
Conversion to is failed