Efficient solutions for discrete Asian options

Soft Computing - A Fusion of Foundations, Methodologies and Applications 2007 / 10 Vol. 11; Iss. 12

Efficient solutions for discrete Asian options

Chueh-Yung Tsao, Chi-Tsung Huang
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Volume:
11
Language:
english
Pages:
10
DOI:
10.1007/s00500-007-0155-1
Date:
October, 2007
File:
PDF, 256 KB
english, 2007
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