Accelerated Simulation for Pricing Asian Options

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dc.contributor.authorVazquez-Abad, Felisa J.
dc.contributor.authorDufresne, Daniel
dc.date.accessioned2012-01-12T18:51:55Z
dc.date.available2012-01-12T18:51:55Z
dc.date.issued1998
dc.format.extent525561 bytes
dc.format.mimetypeapplication/pdf
dc.format.mimetypeapplication/pdf
dc.identifier.urihttp://www.lib.ncsu.edu/resolver/1840.4/7096
dc.language.isoen
dc.publisherInstitute of Electrical and Electronics Engineers (IEEE)
dc.relation.ispartofseriesWinter Simulation Conference Proceedings
dc.titleAccelerated Simulation for Pricing Asian Options
dc.typeTechnical report

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