Analytics and algorithms for geometric average trigger reset options

Tian-Shyr Dai, I-Yuan Chen, Yuh-Yuan Fang, Yuh-Dauh Lyuu. Analytics and algorithms for geometric average trigger reset options. In 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003. pages 55-62, IEEE, 2003. [doi]

Authors

Tian-Shyr Dai

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I-Yuan Chen

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Yuh-Yuan Fang

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Yuh-Dauh Lyuu

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