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]
@inproceedings{HsuLKLH12,
title = {Pricing discrete Asian barrier options on lattices},
author = {William W. Y. Hsu and Cheng-Yu Lu and Ming-Yang Kao and Yuh-Dauh Lyuu and Jan-Ming Ho},
year = {2012},
doi = {10.1109/CIFEr.2012.6327776},
url = {http://dx.doi.org/10.1109/CIFEr.2012.6327776},
researchr = {https://researchr.org/publication/HsuLKLH12},
cites = {0},
citedby = {0},
pages = {1-8},
booktitle = {Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2012, New York City, NY, USA, March 29-30, 2012},
publisher = {IEEE},
isbn = {978-1-4673-1802-0},
}