Pricing of moving-average-type options with applications
| Year of publication: |
2003
|
|---|---|
| Authors: | Kao, Chih-Hao ; Lyuu, Yuh-Dauh |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 23.2003, 5, p. 415-440
|