Asian Chooser Option Pricing Based on Binominal Tree and Monte Carlo Simulation

Yongxue Zhou. Asian Chooser Option Pricing Based on Binominal Tree and Monte Carlo Simulation. In ICEMC 2022: 8th International Conference on E-business and Mobile Commerce, Seoul, Republic of Korea, May 13 - 15, 2022. pages 103-108, ACM, 2022. [doi]

Abstract

Abstract is missing.