Efficiency Improvement by Lattice Rules for Pricing Asian Options
| Title: | Efficiency Improvement by Lattice Rules for Pricing Asian Options |
| Author: | Lemieux, Christiane; L'Ecuyer, Pierre |
| Publisher: | Institute of Electrical and Electronics Engineers (IEEE) |
| Date: | 1998 |
| Series/Report No.: | Winter Simulation Conference Proceedings |
| URI: | http://www.lib.ncsu.edu/resolver/1840.4/7747 |
Files in this item
| Files | Size | Format | View |
|---|---|---|---|
| 1998_0078.pdf | 545.6Kb |
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