An exact subexponential-time lattice algorithm for Asian options
type: Item
instance of: scholarly article
title: An exact subexponential-time lattice algorithm for Asian options
zbMATH Open document ID: 1136.91425
author: Tian-Shyr Dai
author: Yuh-Dauh Lyuu
published in: Acta Informatica
publication date: 2007-04-26T00:00:00Z
full work available at URL: 17.pdf
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 5146536
MaRDI profile type: Publication
OpenAlex ID: W3138040576
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DOI: 10.1007/S00236-006-0033-9
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description: scientific article; zbMATH DE number 5146536