Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085  CN 61-1269/O1
Chinese Journal of Engineering Mathematics
Accuracy Analysis of Monte Carlo Method and its Application in the Arithmetic Average Asian Option Pricing
ZHANG Ying-ying, DAI Chun-lan
Chinese Journal of Engineering Mathematics . 2015, (2): 185 -196 .  DOI: 10.3969/j.issn.1005-3085.2015.02.003