Work

Accelerated simulation for pricing Asian options

Year: 1998

Type: article

DOI: 10.5555/293172.293516

Authors: Felisa J. Vázquez-Abad, Daniel Dufresne

Institutions: Université de Montréal, The University of Melbourne

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2123542907

FWCI: 3.704

Cites: 14

Cited by: 52

Related to: 10