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

Kenichiro Ohta et al. (2002)

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DOI: 10.1007/3-540-45749-6_67

access: closed

type: Conference or Workshop Paper

metadata version: 2019-09-25

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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. ESA 2002: 772-784

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