Manisha, S. Chandra Sekhara Rao. A Computational Technique for Asian Option Pricing Model. In João M. F. Rodrigues, Pedro J. S. Cardoso, Jânio M. Monteiro, Roberto Lam, Valeria V. Krzhizhanovskaya, Michael Harold Lees, Jack J. Dongarra, Peter M. A. Sloot, editors, Computational Science - ICCS 2019 - 19th International Conference, Faro, Portugal, June 12-14, 2019, Proceedings, Part III. Volume 11538 of Lecture Notes in Computer Science, pages 326-339, Springer, 2019. [doi]
@inproceedings{ManishaR19,
title = {A Computational Technique for Asian Option Pricing Model},
author = {Manisha and S. Chandra Sekhara Rao},
year = {2019},
doi = {10.1007/978-3-030-22744-9_26},
url = {https://doi.org/10.1007/978-3-030-22744-9_26},
researchr = {https://researchr.org/publication/ManishaR19},
cites = {0},
citedby = {0},
pages = {326-339},
booktitle = {Computational Science - ICCS 2019 - 19th International Conference, Faro, Portugal, June 12-14, 2019, Proceedings, Part III},
editor = {João M. F. Rodrigues and Pedro J. S. Cardoso and Jânio M. Monteiro and Roberto Lam and Valeria V. Krzhizhanovskaya and Michael Harold Lees and Jack J. Dongarra and Peter M. A. Sloot},
volume = {11538},
series = {Lecture Notes in Computer Science},
publisher = {Springer},
isbn = {978-3-030-22744-9},
}