Pricing discrete Asian barrier options on lattices.

Journal
Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2012, New York City, NY, USA, March 29-30, 2012
Pages
1-8
Date Issued
2012
Author(s)
Hsu, William W. Y.
Lu, Cheng-Yu
Kao, Ming-Yang
Lyuu, Yuh-Dauh
DOI
URI
URL
Type
conference paper

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