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