A Quick Algorithm for Pricing European Average Options
| Year of publication: |
1991
|
|---|---|
| Authors: | Turnbull, Stuart M. ; Wakeman, Lee Macdonald |
| Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 26.1991, 03, p. 377-389
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |