Extremely Accurate and efficient Algorithms for European-Style Asian Options with Range Bounds

Tian-Shyr DaiYuh-Dauh Lyuu2010-10-292018-07-052010-10-292018-07-052002http://ntur.lib.ntu.edu.tw//handle/246246/219688en-USExtremely Accurate and efficient Algorithms for European-Style Asian Options with Range Boundsconference paperhttp://ntur.lib.ntu.edu.tw/bitstream/246246/219688/1/18.pdfhttp://ntur.lib.ntu.edu.tw/bitstream/246246/219688/-1/18.pdf