"A Fast, Accurate, and Simple Method for Pricing European-Asian and ..."

Kenichiro Ohta et al. (2005)

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DOI: 10.1007/S00453-004-1143-9

access: closed

type: Journal Article

metadata version: 2023-09-30

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Kenichiro Ohta, Kunihiko Sadakane, Akiyoshi Shioura, Takeshi Tokuyama:
A Fast, Accurate, and Simple Method for Pricing European-Asian and Saving-Asian Options. Algorithmica 42(2): 141-158 (2005)

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