An exact subexponential-time lattice algorithm for Asian options

Resource

Acta Informatica 44 (1): 23-39

Journal

Acta Informatica

Journal Volume

44

Journal Issue

1

Pages

23-39

Date Issued

2007

Author(s)

Dai, Tian-Shyr

DOI

URI

Type

journal article

File(s)

Name

17.pdf

Size

315.44 KB

Format

Adobe PDF

Checksum

(MD5):3e571f0541f10001cce81ab7fe066b7e