An adjusted binomial model for pricing Asian options
| Year of publication: |
2006
|
|---|---|
| Authors: | Costabile, Massimo ; Massabo, Ivar ; Russo, Emilio |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 27.2006, 3, p. 285-296
|