A Refined Binomial Lattice for Pricing American Asian Options
Conference Paper, Proceedings of Review of Derivatives Research, Vol. 3, No. 1, pp. 85 - 105, 1999
BibTeX
@conference{Chalasani-1999-14840,author = {Prasad Chalasani and Somesh Jha and Feyzullah Egriboyun and Ashok Varikooty},
title = {A Refined Binomial Lattice for Pricing American Asian Options},
booktitle = {Proceedings of Review of Derivatives Research},
year = {1999},
month = {January},
volume = {3},
pages = {85 - 105},
}
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