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"An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing ..."

Tian-Shyr Dai, Jr-Yan Wang, Hui-Shan Wei (2007)

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DOI: 10.1007/978-3-540-72870-2_25

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-24

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  - conf/aaim/DaiWW07
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Tian-Shyr Dai, Jr-Yan Wang, Hui-Shan Wei:
An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options. AAIM 2007: 262-272

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