Generalized control variate methods for pricing Asian options
| Year of publication: |
2010
|
|---|---|
| Authors: | Han, Chuan-Hsiang ; Lai, Yongzeng |
| Published in: |
The journal of computational finance. - London : Incisive Media, ISSN 1460-1559, ZDB-ID 1433009x. - Vol. 14.2010, 2, p. 87-119
|