Approximate Option Pricing - Robotics Institute Carnegie Mellon University

Approximate Option Pricing

Prasad Chalasani, Somesh Jha, and I. Saias
Journal Article, Algorithmica, Vol. 25, No. 1, May, 1999

BibTeX

@article{Chalasani-1999-14844,
author = {Prasad Chalasani and Somesh Jha and I. Saias},
title = {Approximate Option Pricing},
journal = {Algorithmica},
year = {1999},
month = {May},
volume = {25},
number = {1},
}