Title of article :
Efficiently pricing European–Asian options—ultimate implementation and analysis of the AMO algorithm
Author/Authors :
Akiyoshi Shioura، نويسنده , , Takeshi Tokuyama، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2006
Keywords :
analysis of algorithms , European–Asian option , option pricing , Approximation algorithms , randomized algorithms
Journal title :
Information Processing Letters
Journal title :
Information Processing Letters
