Asymptotic Distribution Expansions in Option Pricing
| Year of publication: |
2002
|
|---|---|
| Authors: | Giamouridis, Daniel ; Tamvakis, Michael |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 9.2002, 4, p. 33-44
|