An ingenious, piecewise linear interpolation algorithm for pricing arithmetic average options

Dai, T.-S.T.-S.DaiJR-YAN WANGWei, H.-S.H.-S.Wei2020-02-152020-02-152007https://scholars.lib.ntu.edu.tw/handle/123456789/459527An ingenious, piecewise linear interpolation algorithm for pricing arithmetic average optionsconference paper2-s2.0-38149088733https://www.scopus.com/inward/record.uri?eid=2-s2.0-38149088733&partnerID=40&md5=7e6b21b0df8129fb5a2292f94db00e4b