"Efficiency Improvement by Lattice Rules for Pricing Asian Options."

Christiane Lemieux, Pierre L'Ecuyer (1998)

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DOI: 10.1109/WSC.1998.745037

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

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Christiane Lemieux, Pierre L'Ecuyer:
Efficiency Improvement by Lattice Rules for Pricing Asian Options. WSC 1998: 579-586

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