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A Refined Binomial Lattice for Pricing American Asian Options
P. Chalasani, S. Jha, F. Egriboyun, and A. Varikooty
Review of Derivatives Research, Vol. 3, No. 1, January, 1999, pp. 85 - 105.
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P. Chalasani, S. Jha, F. Egriboyun, and A. Varikooty, "A Refined Binomial Lattice for Pricing American Asian Options," Review of Derivatives Research, Vol. 3, No. 1, January, 1999, pp. 85 - 105.
@inproceedings{Chalasani_1999_2780,
author = "Prasad Chalasani and Somesh Jha and Feyzullah Egriboyun and Ashok Varikooty",
title = "A Refined Binomial Lattice for Pricing American Asian Options",
booktitle = "Review of Derivatives Research",
month = "January",
year = "1999",
volume = "3",
number = "1",
pages = "85 - 105"
}