Researchr is a web site for finding, collecting, sharing, and reviewing scientific publications, for researchers by researchers.
Sign up for an account to create a profile with publication list, tag and review your related work, and share bibliographies with your co-authors.
Akiyoshi Shioura, Takeshi Tokuyama. Efficiently pricing European-Asian options - ultimate implementation and analysis of the AMO algorithm. Inf. Process. Lett., 100(6):213-219, 2006. [doi]
Possibly Related PublicationsThe following publications are possibly variants of this publication: Efficiently Pricing European-Asian Options - Ultimate Implementation and Analysis of the AMO AlgorithmAkiyoshi Shioura, Takeshi Tokuyama. AAIM 2005: 291-300 [doi]
The following publications are possibly variants of this publication: