"Efficiently pricing European-Asian options - ultimate implementation and ..."

Akiyoshi Shioura, Takeshi Tokuyama (2006)

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DOI: 10.1016/J.IPL.2006.07.006

access: closed

type: Journal Article

metadata version: 2023-09-30

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Akiyoshi Shioura, Takeshi Tokuyama:
Efficiently pricing European-Asian options - ultimate implementation and analysis of the AMO algorithm. Inf. Process. Lett. 100(6): 213-219 (2006)

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