"A Dynamic Programming Procedure for Pricing American-Style Asian Options."

Hatem Ben Ameur, Michèle Breton, Pierre L'Ecuyer (2002)

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DOI: 10.1287/MNSC.48.5.625.7803

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type: Journal Article

metadata version: 2021-10-14

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Hatem Ben Ameur, Michèle Breton, Pierre L'Ecuyer:
A Dynamic Programming Procedure for Pricing American-Style Asian Options. Manag. Sci. 48(5): 625-643 (2002)

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