AN ACCURATE BINOMIAL MODEL FOR PRICING AMERICAN ASIAN OPTION

doi:10.1007/s11424-014-3271-x

LIU Jian , WU Weixing , XU Jingfeng , ZHAO Haijian

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

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

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AN ACCURATE BINOMIAL MODEL FOR PRICING AMERICAN ASIAN OPTION

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{{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

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Received	Revised	Published
2012-06-22	2013-04-23	2014-10-25
Issue Date
2014-10-13

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