A PDE approach to Asian options : analytical and numerical evidence
Year of publication: |
1996
|
---|---|
Authors: | Alziary, Bénédicte ; Décamps, Jean-Paul ; Koehl, Pierre-François |
Publisher: |
[Paris] |
Subject: | Optionspreistheorie | Option pricing theory | Asien | Asia | Hedging | Europa | Europe | Optionsgeschäft | Option trading |
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