![](/img/cover-not-exists.png)
General lattice methods for arithmetic Asian options
Gambaro, Anna Maria, Kyriakou, Ioannis, Fusai, GianlucaLanguage:
english
Journal:
European Journal of Operational Research
DOI:
10.1016/j.ejor.2019.10.026
Date:
October, 2019
File:
PDF, 1.31 MB
english, 2019