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"An accurate binomial model for pricing American Asian option."

Jian Liu et al. (2014)

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DOI: 10.1007/S11424-014-3271-X

access: closed

type: Journal Article

metadata version: 2020-06-08

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  - journals/jossac/LiuWXZ14
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  - https://dblp.org/rec/journals/jossac/LiuWXZ14
Jian Liu, Weixing Wu, Jingfeng Xu, Haijian Zhao:
An accurate binomial model for pricing American Asian option. J. Syst. Sci. Complex. 27(5): 993-1007 (2014)

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