Pricing Asian options with an efficient convergent approximation algorithm

Dai, T.-S.T.-S.DaiHuang, G.-S.G.-S.HuangYUH-DAUH LYUU2018-09-102018-09-102005http://www.scopus.com/inward/record.url?eid=2-s2.0-84878773434&partnerID=MN8TOARShttp://scholars.lib.ntu.edu.tw/handle/123456789/318168Pricing Asian options with an efficient convergent approximation algorithmbook