Convergent Quadratic-Time Lattice Algorithm for Pricing European-Style Asian Options.

Resource

Applied Mathematics and Computation.

Journal

Applied Mathematics and Computation

Pages

-

Date Issued

2007-10

Date

2007-10

Author(s)

William Wei-Yuan Hsu

URI

Type

journal article

File(s)

Name

12.pdf

Size

701.09 KB

Format

Adobe PDF

Checksum

(MD5):175f45e9c3138ba3810a521483bbcfa8