An accurate binomial model for pricing American Asian...

Journal of Systems Science and Complexity 2014 / 10 Vol. 27; Iss. 5

An accurate binomial model for pricing American Asian option

Liu, Jian, Wu, Weixing, Xu, Jingfeng, Zhao, Haijian
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Volume:
27
Language:
english
Journal:
Journal of Systems Science and Complexity
DOI:
10.1007/s11424-014-3271-x
Date:
October, 2014
File:
PDF, 257 KB
english, 2014
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