An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/conf/aaim/DaiWW07
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2007
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An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options.
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Arithmetic average options; logarithmically equally-spaced placement; adaptive placement
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An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options.
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