"Efficient pricing of discrete Asian options."

William Wei-Yuan Hsu, Yuh-Dauh Lyuu (2011)

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DOI: 10.1016/J.AMC.2011.01.015

access: closed

type: Journal Article

metadata version: 2020-02-21

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William Wei-Yuan Hsu, Yuh-Dauh Lyuu:
Efficient pricing of discrete Asian options. Appl. Math. Comput. 217(24): 9875-9894 (2011)

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