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 ; Wojakowski, Rafal |
| Published in: |
Finance : revue de l'Association Française de Finance. - Paris : Presses Universitaires de France, ISSN 0752-6180, ZDB-ID 6147963. - Vol. 24.2003, 1, p. 49-62
|
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Zsfassung in franz. Sprache |
| Source: |
Persistent link: https://www.econbiz.de/10009918885