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"Two Splitting Methods for a Fixed Strike Asian Option."

Tatiana P. Chernogorova, Lubin G. Vulkov (2012)

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DOI: 10.1007/978-3-642-41515-9_22

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-23

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  dblp key:
  - conf/naa/ChernogorovaV12a
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  - https://dblp.org/rec/conf/naa/ChernogorovaV12a
Tatiana P. Chernogorova, Lubin G. Vulkov:
Two Splitting Methods for a Fixed Strike Asian Option. NAA 2012: 214-221

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