AN ACCURATE BINOMIAL MODEL FOR PRICING AMERICAN ASIAN OPTION

LIU Jian , WU Weixing , XU Jingfeng , ZHAO Haijian

Journal of Systems Science & Complexity ›› 2014, Vol. 27 ›› Issue (5) : 993-1007.

PDF(258 KB)
PDF(258 KB)
Journal of Systems Science & Complexity ›› 2014, Vol. 27 ›› Issue (5) : 993-1007. DOI: 10.1007/s11424-014-3271-x
article

AN ACCURATE BINOMIAL MODEL FOR PRICING AMERICAN ASIAN OPTION

    {{javascript:window.custom_author_en_index=0;}}
  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2014, 27(5): 993-1007 https://doi.org/10.1007/s11424-014-3271-x

References

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(258 KB)

Accesses

Citation

Detail

Sections
Recommended

/