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Accurate approximations for Asian options

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Authors: Donald Aingworth Department of Computer Science, Stanford University, Stanford, CA
Rajeev Motwani Department of Computer Science, Stanford University, Stanford, CA
Jeffrey D. Oldham Department of Computer Science, Stanford University, Stanford, CA
Published in:
· Proceeding
SODA '00 Proceedings of the eleventh annual ACM-SIAM symposium on Discrete algorithms
Society for Industrial and Applied Mathematics Philadelphia, PA, USA ©2000
table of contents ISBN:0-89871-453-2
Accurate approximations for Asian options 2000 Article
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· Downloads (12 Months): 26
· Citation Count: 5


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