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"An exact subexponential-time lattice algorithm for Asian options."

Tian-Shyr Dai, Yuh-Dauh Lyuu (2007)

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DOI: 10.1007/S00236-006-0033-9

access: closed

type: Journal Article

metadata version: 2020-06-21

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  - journals/acta/DaiL07
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  - https://dblp.org/rec/journals/acta/DaiL07
Tian-Shyr Dai, Yuh-Dauh Lyuu:
An exact subexponential-time lattice algorithm for Asian options. Acta Informatica 44(1): 23-39 (2007)

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