A convergent quadratic-time lattice algorithm for pricing European-style Asian options

Hsu, W.W.W.W.HsuYUH-DAUH LYUU2018-09-102018-09-102004http://www.scopus.com/inward/record.url?eid=2-s2.0-11144340244&partnerID=MN8TOARShttp://scholars.lib.ntu.edu.tw/handle/123456789/310923A convergent quadratic-time lattice algorithm for pricing European-style Asian optionsconference paper