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scientific article; zbMATH DE number 1445392
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scientific article; zbMATH DE number 1445392

    Statements

    author
    Donald D. Aingworth
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    Jeffrey D. Oldham
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    Rajeev Motwani
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    publication date
    17 January 2001
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    zbMATH Keywords
    pricing Asian options
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    heuristic optimizations
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    polynomial time
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    90C59
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    90C60
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    91B74
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    zbMATH DE Number
    1445392
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