Extremely Accurate and efficient Algorithms for European-Style Asian Options with Range Bounds

Resource

2002 NTU International Conference on Finance, 2002

Journal

2002 NTU International Conference on Finance

Pages

-

Date Issued

2002

Date

2002

Author(s)

Tian-Shyr Dai

URI

http://ntur.lib.ntu.edu.tw//handle/246246/219688

Type

conference paper

File(s)

Name

18.pdf

Size

250.3 KB

Format

Adobe PDF

Checksum

(MD5):936b5ccb34e25f57b4873e39802b76d8

Name

18.pdf

Size

250.3 KB

Format

Adobe PDF

Checksum

(MD5):936b5ccb34e25f57b4873e39802b76d8