Efficient pricing of discrete Asian options

Journal

Applied Mathematics and Computation

Journal Volume

217

Journal Issue

24

Pages

9875-9894

Date Issued

2011

Author(s)

Hsu, W.W.Y.

DOI

10.1016/j.amc.2011.01.015

URI

http://www.scopus.com/inward/record.url?eid=2-s2.0-80955180581&partnerID=MN8TOARS

http://scholars.lib.ntu.edu.tw/handle/123456789/366939

Type

journal article