AN IMPROVED BINOMIAL METHOD FOR PRICING ASIAN OPTIONS
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Publication:2842360
DOI10.4134/CKMS.2013.28.2.397zbMath1271.91102MaRDI QIDQ2842360
Hongjoong Kim, Kyoung-Sook Moon
Publication date: 13 August 2013
Published in: Communications of the Korean Mathematical Society (Search for Journal in Brave)
Full work available at URL: http://www.mathnet.or.kr/mathnet/kms_content.php?no=411036
Probabilistic models, generic numerical methods in probability and statistics (65C20) Derivative securities (option pricing, hedging, etc.) (91G20)
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