Tian-Shyr Dai, Jr-Yan Wang, Hui-Shan Wei. An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options. In Ming-Yang Kao, Xiang-Yang Li, editors, Algorithmic Aspects in Information and Management, Third International Conference, AAIM 2007, Portland, OR, USA, June 6-8, 2007, Proceedings. Volume 4508 of Lecture Notes in Computer Science, pages 262-272, Springer, 2007. [doi]
@inproceedings{DaiWW07,
title = {An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options},
author = {Tian-Shyr Dai and Jr-Yan Wang and Hui-Shan Wei},
year = {2007},
doi = {10.1007/978-3-540-72870-2_25},
url = {http://dx.doi.org/10.1007/978-3-540-72870-2_25},
researchr = {https://researchr.org/publication/DaiWW07},
cites = {0},
citedby = {0},
pages = {262-272},
booktitle = {Algorithmic Aspects in Information and Management, Third International Conference, AAIM 2007, Portland, OR, USA, June 6-8, 2007, Proceedings},
editor = {Ming-Yang Kao and Xiang-Yang Li},
volume = {4508},
series = {Lecture Notes in Computer Science},
publisher = {Springer},
isbn = {978-3-540-72868-9},
}