Efficiently pricing European-Asian options - ultimate implementation and analysis of the AMO algorithm
Efficiently pricing European-Asian options - ultimate implementation and analysis of the AMO algorithm
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DOI:
10.1016/j.ipl.2006.07.006
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发表时间:
2004-07
期刊:
影响因子:
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通讯作者:
A. Shioura;T. Tokuyama
中科院分区:
文献类型:
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作者:
A. Shioura;T. Tokuyama