Pricing Asian Options with an Efficient Convergent Approximation Algorithm.

Journal

Soft Computing as Transdisciplinary Science and Technology, Proceedings of the fourth IEEE International Workshop, WSTST'05, Muroran, Japan

Pages

1121-1130

Date Issued

2005

Author(s)

Dai, Tian-Shyr

Huang, Guan-Shieng

DOI

URI

URL

Type

conference paper