Cheng-Yu Yang

University of Warwick, Warwick Business School

PhD Student

West Midlands, CV4 7AL

United Kingdom

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Efficient Estimation of Lower and Upper Bounds for Pricing Higher-Dimensional American Arithmetic Average Options by Approximating Their Payoff Functions

Number of pages: 42 Posted: 31 Jan 2015

Xing Jin and Cheng-Yu Yang

University of Warwick - Warwick Business School and University of Warwick, Warwick Business School

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