"Pricing discrete Asian barrier options on lattices."

William W. Y. Hsu et al. (2012)

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DOI: 10.1109/CIFER.2012.6327776

access: closed

type: Conference or Workshop Paper

metadata version: 2017-06-02

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  - conf/cifer/HsuLKLH12
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  - https://dblp.org/rec/conf/cifer/HsuLKLH12
William W. Y. Hsu, Cheng-Yu Lu, Ming-Yang Kao, Yuh-Dauh Lyuu, Jan-Ming Ho:
Pricing discrete Asian barrier options on lattices. CIFEr 2012: 1-8

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