A convergent quadratic-time lattice algorithm for pricing European-style Asian options

Resource

Applied Mathematics and Computation 189 (2): 1099-1123

Journal

Applied Mathematics and Computation

Journal Volume

189

Journal Issue

2

Pages

1099-1123

Date Issued

2007

Author(s)

Hsu, William Wei-Yuan

DOI

URI

Type

journal article

File(s)

Name

16.pdf

Size

701.09 KB

Format

Adobe PDF

Checksum

(MD5):175f45e9c3138ba3810a521483bbcfa8