Kyoung-Sook Moon, Hongjoong Kim. An adaptive averaging binomial method for option valuation. Oper. Res. Lett., 41(5):511-515, 2013. [doi]
@article{MoonK13,
title = {An adaptive averaging binomial method for option valuation},
author = {Kyoung-Sook Moon and Hongjoong Kim},
year = {2013},
doi = {10.1016/j.orl.2013.06.008},
url = {http://dx.doi.org/10.1016/j.orl.2013.06.008},
researchr = {https://researchr.org/publication/MoonK13},
cites = {0},
citedby = {0},
journal = {Oper. Res. Lett.},
volume = {41},
number = {5},
pages = {511-515},
}