Analytic approximation formulae for pricing forward-starting Asian options
| Year of publication: |
2003
|
|---|---|
| Authors: | Tsao, Chueh-Yung ; Chang, Chuang-Chang ; Lin, Chung-Gee |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 23.2003, 5, p. 487
|