Year | 2009 |
---|---|
Authors | Tian-Shyr Dai、Yuh-Dauh Lyuu |
Paper Title | Accurate and efficient lattice algorithms for American-style Asian options with range bounds |
Journal Title | Applied Mathematics and Computation |
Vol.No | 209 |
Issue.No | 2 |
From | 238 |
To | 253 |
Level Type | SCI |
Total Pages | 16 |
Date of Publication | 2009-03-01 |