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"Accurate and efficient lattice algorithms for American-style Asian options ..."
Tian-Shyr Dai, Yuh-Dauh Lyuu (2009)
- Tian-Shyr Dai, Yuh-Dauh Lyuu
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Accurate and efficient lattice algorithms for American-style Asian options with range bounds. Appl. Math. Comput. 209(2): 238-253 (2009)
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