![]() |
@article{DBLP:journals/corr/cs-CE-0102003,
author = {Karhan Akcoglu and
Ming-Yang Kao and
Shuba V. Raghavan},
title = {Fast Pricing of European Asian Options with Provable Accuracy:
Single-stock and Basket Options},
journal = {CoRR},
volume = {cs.CE/0102003},
year = {2001},
ee = {http://arxiv.org/abs/cs.CE/0102003},
bibsource = {DBLP, http://dblp.uni-trier.de}
}
Copyright © 2008-01-02 by Michael Ley (ley@uni-trier.de)