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Application of high-precision computing for pricing arithmetic asian options - MaRDI portal

Application of high-precision computing for pricing arithmetic asian options (Q2958969)

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Application of high-precision computing for pricing arithmetic asian options
scientific article

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    title
    Application of high-precision computing for pricing arithmetic asian options (English)
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    author
    Phelim P. Boyle
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    Alex Potapchik
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    publication date
    3 February 2017
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    Identifiers

    zbMATH DE Number
    6680748
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    OpenAlex ID
    W2023123440
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