Year | 2005 |
---|---|
Authors | Tian-Shyr Dai ,Tian-Shyr Dai, Guan-Shieng Huang, Yuh-Dauh Lyuu |
Paper Title | An efficient convergent lattice algorithm for European Asian options |
Journal Title | Applied Mathematics and Computation |
Vol.No | 169 |
Issue.No | 2 |
Page(s) | 1458-1471 |
Level Type | SCI |
Total Pages | 14 |
Date of Publication | 2005-10-15 |