Efficient, exact algorithms for asian options with multiresolution lattices

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

• Book ID: 110349534
• Publisher: Springer US
• Year: 2002
• Tongue: English
• Weight: 284 KB
• Volume: 5
• Category: Article
• ISSN: 1380-6645
• DOI: 10.1023/a:1016535729780