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"A reliable numerical method to price arithmetic Asian options."

Walter Mudzimbabwe, Kailash C. Patidar, Peter J. Witbooi (2012)

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DOI: 10.1016/J.AMC.2012.04.056

access: closed

type: Journal Article

metadata version: 2023-09-30

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  - https://dblp.org/rec/journals/amc/MudzimbabwePW12
Walter Mudzimbabwe, Kailash C. Patidar, Peter J. Witbooi:
A reliable numerical method to price arithmetic Asian options. Appl. Math. Comput. 218(22): 10934-10942 (2012)

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