A Fast, Accurate, and Simple Method for Pricing...

Algorithmica 2005 / 06 Vol. 42; Iss. 2

A Fast, Accurate, and Simple Method for Pricing European-Asian and Saving-Asian Options

Ken’ichiro Ohta, Kunihiko Sadakane, Akiyoshi Shioura, Takeshi Tokuyama
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:
42
Language:
english
Pages:
18
Journal:
Algorithmica
DOI:
10.1007/s00453-004-1143-9
Date:
June, 2005
File:
PDF, 236 KB
english, 2005
Conversion to is in progress
Conversion to is failed