William W. Y. Hsu, Cheng-Yu Lu, Ming-Yang Kao, Yuh-Dauh Lyuu, Jan-Ming Ho. Pricing discrete Asian barrier options on lattices. In Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2012, New York City, NY, USA, March 29-30, 2012. pages 1-8, IEEE, 2012. [doi]
Abstract is missing.