An exact subexponential-time lattice algorithm for Asian options

✍ Scribed by Tian-Shyr Dai; Yuh-Dauh Lyuu

• Publisher: Springer-Verlag
• Year: 2007
• Tongue: English
• Weight: 315 KB
• Volume: 44
• Category: Article
• ISSN: 0001-5903
• DOI: 10.1007/s00236-006-0033-9