default search action
"Efficiency Improvement by Lattice Rules for Pricing Asian Options."
Christiane Lemieux, Pierre L'Ecuyer (1998)
- Christiane Lemieux, Pierre L'Ecuyer:
Efficiency Improvement by Lattice Rules for Pricing Asian Options. WSC 1998: 579-586
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.