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"Efficient solutions for discrete Asian options."

Chueh-Yung Tsao, Chi-Tsung Huang (2007)

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DOI: 10.1007/S00500-007-0155-1

access: closed

type: Journal Article

metadata version: 2017-05-20

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  - https://dblp.org/rec/journals/soco/TsaoH07
Chueh-Yung Tsao, Chi-Tsung Huang:
Efficient solutions for discrete Asian options. Soft Comput. 11(12): 1131-1140 (2007)

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