Optimal Exercise Policies and Simulation-Based Valuation for American-Asian Options
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Publication:3635170
DOI10.1287/OPRE.51.1.52.12798zbMATH Open1163.91428OpenAlexW2125728143MaRDI QIDQ3635170FDOQ3635170
Authors: Rongwen Wu, Michael C. Fu 
Publication date: 5 July 2009
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/62b2d7f31d3b0bfe1da690e9c24f54b91723a65b
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