Convergent Quadratic-Time Lattice Algorithm for Pricing European-Style Asian Options.

William Wei-Yuan HsuLyuu, Yuh DauhYuh DauhLyuu2010-09-072018-07-052010-09-072018-07-052007-10http://ntur.lib.ntu.edu.tw//handle/246246/200078en-USConvergent Quadratic-Time Lattice Algorithm for Pricing European-Style Asian Options.journal articlehttp://ntur.lib.ntu.edu.tw/bitstream/246246/200078/1/12.pdf