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A convergent quadratic-time lattice algorithm for pricing European-style Asian options
William Wei-Yuan Hsu, Yuh-Dauh LyuuVolume:
189
Année:
2007
Langue:
english
Pages:
25
Journal:
Applied Mathematics and Computation
DOI:
10.1016/j.amc.2006.11.180
Fichier:
PDF, 701 KB
english, 2007