Tian-Shyr Dai, Yuh-Dauh Lyuu. An exact subexponential-time lattice algorithm for Asian options. In J. Ian Munro, editor, Proceedings of the Fifteenth Annual ACM-SIAM Symposium on Discrete Algorithms, SODA 2004, New Orleans, Louisiana, USA, January 11-14, 2004. pages 710-717, SIAM, 2004. [doi]
No references recorded for this publication.
No citations of this publication recorded.