An easy computable upper bound for the price of an arithmetic Asian option
| Year of publication: |
2000
|
|---|---|
| Authors: | Simon, S. ; Goovaerts, M. J. ; Dhaene, J. |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 26.2000, 2-3, p. 175-183
|
| Publisher: |
Elsevier |