Bounds for in-progress floating-strike Asian options using symmetry
| Year of publication: |
2007
|
|---|---|
| Authors: | Henderson, Vicky ; Hobson, David ; Shaw, William ; Wojakowski, Rafal |
| Published in: |
Annals of operations research. - New York, NY [u.a.] : Springer Science + Business Media, ISSN 0254-5330, ZDB-ID 2526293. - Vol. 151.2007, p. 81-98
|