AN ACCURATE BINOMIAL MODEL FOR PRICING AMERICAN ASIAN OPTION
LIU Jian , WU Weixing , XU Jingfeng , ZHAO Haijian
AN ACCURATE BINOMIAL MODEL FOR PRICING AMERICAN ASIAN OPTION
LIU Jian , WU Weixing , XU Jingfeng , ZHAO Haijian
Journal of Systems Science and Complexity
.
2014, (5): 993
-1007
.
DOI: 10.1007/s11424-014-3271-x
