"An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing ..."

Tian-Shyr Dai, Jr-Yan Wang, Hui-Shan Wei (2007)

> Home

Details and statistics

DOI: 10.1007/978-3-540-72870-2_25

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-24

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - conf/aaim/DaiWW07
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/conf/aaim/DaiWW07
Tian-Shyr Dai, Jr-Yan Wang, Hui-Shan Wei:
An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options. AAIM 2007: 262-272

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.