Efficient, Exact Algorithms for Asian Options with Multiresolution Lattices
| Year of publication: |
2001
|
|---|---|
| Authors: | Dai, Tian-Shyr ; Lyuu, Yuh-Dauh |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 5.2001, 2, p. 181
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