An efficient and stable method for short maturity Asian options
| Year of publication: |
2018
|
|---|---|
| Authors: | Chatterjee, Rupak ; Cui, Zhenyu ; Fan, Jiacheng ; Liu, Mingzhe |
| Published in: |
Journal of Futures Markets. - Wiley, ISSN 0270-7314, ZDB-ID 2002201-3. - Vol. 38.2018, 12 (27.07.), p. 1470-1486
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/fut.21956 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012082149