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"SWIFT valuation of discretely monitored arithmetic Asian options."

Álvaro Leitao, Luis Ortiz-Gracia, Emma I. Wagner (2018)

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DOI: 10.1016/J.JOCS.2018.07.004

access: closed

type: Journal Article

metadata version: 2020-02-25

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Álvaro Leitao, Luis Ortiz-Gracia, Emma I. Wagner:
SWIFT valuation of discretely monitored arithmetic Asian options. J. Comput. Sci. 28: 120-139 (2018)

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