The performance of analytical approximations for the computation of Asian quanto-basket option prices
Jean-Yves Datey; Geneviève Gauthier; Jean-Guy Simonato
| Year of publication: |
2003
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| Authors: | Datey, Jean-Yves ; Gauthier, Geneviève ; Simonato, Jean-Guy |
| Published in: |
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society. - Camden, NJ, ISSN 1096-1879, ZDB-ID 14185507. - Vol. 7.2003, 1/2, p. 55-81
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| Type of publication: | Article |
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| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009879255