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 |