Efficient pricing of discrete Asian options
type: Item
instance of: scholarly article
title: Efficient pricing of discrete Asian options
zbMATH Open document ID: 1386.91141
author: Yuh-Dauh Lyuu
author: William Wei-Yuan Hsu
published in: Applied Mathematics and Computation
publication date: 2011-07-22T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G60
zbMATH DE Number: 5931342
zbMATH Keywords: discrete Asian options
zbMATH Keywords: multinomial lattice model
zbMATH Keywords: option pricing
MaRDI profile type: Publication
full work available at URL: j.amc.2011.01.015
OpenAlex ID: W1984917482
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DOI: 10.1016/J.AMC.2011.01.015
description: scientific article; zbMATH DE number 5931342