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"Pricing Asian Options with an Efficient Convergent Approximation Algorithm."

Tian-Shyr Dai, Guan-Shieng Huang, Yuh-Dauh Lyuu (2005)

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DOI: 10.1007/3-540-32391-0_115

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-26

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  dblp key:
  - conf/wstst/DaiHL05
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  - https://dblp.org/rec/conf/wstst/DaiHL05
Tian-Shyr Dai, Guan-Shieng Huang, Yuh-Dauh Lyuu:
Pricing Asian Options with an Efficient Convergent Approximation Algorithm. WSTST 2005: 1121-1130

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