Xu Chen, Jianping Wan. The Advantage of Harmonic Asian Options and an Approximation Approach. In De-Shuang Huang, Kang Li, George W. Irwin, editors, Computational Intelligence, International Conference on Intelligent Computing, ICIC 2006, Kunming, China, August 16-19, 2006. Proceedings, Part II. Volume 4114 of Lecture Notes in Computer Science, pages 754-765, Springer, 2006. [doi]
@inproceedings{ChenW06:16,
title = {The Advantage of Harmonic Asian Options and an Approximation Approach},
author = {Xu Chen and Jianping Wan},
year = {2006},
doi = {10.1007/11816171_95},
url = {http://dx.doi.org/10.1007/11816171_95},
tags = {systematic-approach},
researchr = {https://researchr.org/publication/ChenW06%3A16},
cites = {0},
citedby = {0},
pages = {754-765},
booktitle = {Computational Intelligence, International Conference on Intelligent Computing, ICIC 2006, Kunming, China, August 16-19, 2006. Proceedings, Part II},
editor = {De-Shuang Huang and Kang Li and George W. Irwin},
volume = {4114},
series = {Lecture Notes in Computer Science},
publisher = {Springer},
isbn = {3-540-37274-1},
}