Pricing discrete Asian barrier options on lattices.

Hsu, William W. Y.William W. Y.HsuLu, Cheng-YuCheng-YuLuKao, Ming-YangMing-YangKaoLyuu, Yuh-DauhYuh-DauhLyuuYUH-DAUH LYUU2020-05-042020-05-042012https://scholars.lib.ntu.edu.tw/handle/123456789/490502Pricing discrete Asian barrier options on lattices.conference paper10.1109/CIFEr.2012.6327776https://doi.org/10.1109/CIFEr.2012.6327776