Year 2009
Authors Tian-Shyr Dai ,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
Page(s) 238-253
Level Type SCI
Total Pages 16
Date of Publication 2009-03-01