Work

Pricing discrete Asian barrier options on lattices

Year: 2012

Type: conference-paper

Source: IEEE Conference on Computational Intelligence for Financial Engineering & Economics

DOI: 10.1109/cifer.2012.6327776

Authors: William W. Y. Hsu, Cheng-Yu Lu, Ming-Yang Kao, Yuh-Dauh Lyuu, Jan-Ming Ho

Institutions: Institute of Information Science, Academia Sinica, Academia Sinica, Northwestern University, National Taiwan University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2033005282

FWCI:

Cites: 16

Cited by: 2

Related to: 10