Efficient, Exact Algorithms for Asian Options with Multiresolution Lattices

Resource

Review of Derivatives Researches 5(2),181-203

Journal

Review of Derivatives Researches

Journal Volume

5

Journal Issue

2

Pages

181-203

Date Issued

2002

Date

2002

Author(s)

Dai, Tian-Shyr

DOI

20060927122844257203

URI

Publisher

臺北市:國立臺灣大學資訊工程學系

Type

journal article

File(s)

Name

multiresolution.pdf

Size

363.75 KB

Format

Adobe PDF

Checksum

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