An accurate analytical approximation for the price of a European-style arithmetic Asian option
David Vyncke, Marc Goovaerts, Jan Dhaene
| Year of publication: |
2004
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|---|---|
| Authors: | Vyncke, David ; Goovaerts, Marc ; Dhaene, Jan |
| Published in: |
Finance : revue de l'Association Française de Finance. - Paris : Presses Universitaires de France, ISSN 0752-6180, ZDB-ID 6147963. - Vol. 25.2004, Numéro hors séries, p. 121-139
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| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Zsfassung in franz. Sprache |
| Source: |
Persistent link: https://www.econbiz.de/10009918894