A P.D.E. approach to Asian options: analytical and numerical evidence
| Year of publication: |
1997
|
|---|---|
| Authors: | Alziary, Benedicte ; Decamps, Jean-Paul ; Koehl, Pierre-Francois |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 21.1997, 5, p. 613-640
|
| Publisher: |
Elsevier |