Small dimension PDE for discrete Asian options
| Year of publication: |
2003
|
|---|---|
| Authors: | Benhamou, Eric ; Duguet, Alexandre |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 27.2003, 11-12, p. 2095-2114
|
| Publisher: |
Elsevier |