Pricing Arithmetic Average Reset Options With Control Variates
| Year of publication: |
2002
|
|---|---|
| Authors: | Liao, Szu-Lang ; Wang, Chou-Wen |
| 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. 10.2002, 2, p. 59-74
|