Efficient quadratic approximation of floating strike Asian option values

San-Lin Chung, Mark Shackleton, Rafal Wojakowski

Year of publication:	2003
Authors:	Chung, San-Lin ; Shackleton, Mark B. ; Wojakowski, Rafal
Published in:	Finance : revue de l'Association Française de Finance. - Grenoble : Presses Universitaires de Grenoble, ISSN 0752-6180, ZDB-ID 614796-3. - Vol. 24.2003, 1, p. 49-62
Subject:	Optionspreistheorie \| Option pricing theory \| Index-Futures \| Index futures \| Theorie \| Theory \| Asien \| Asia \| Optionsgeschäft \| Option trading

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