An accurate binomial model for pricing American Asian option
Crossref DOI link: https://doi.org/10.1007/s11424-014-3271-x
Published Online: 2014-08-28
Published Print: 2014-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Liu, Jian
Wu, Weixing
Xu, Jingfeng
Zhao, Haijian
Text and Data Mining valid from 2014-08-28