Implement American-style Asian Single-barrier Up-and-out Calls Pricing based on the CRR binomial tree in C++.
More informations on my blog :
Mr.Opengate - American-style Asian Single-barrier Up-and-out Calls Pricing based on the CRR binomial tree http://mropengate.blogspot.tw/2016/04/american-style-asian-single-barrier-up.html