A P.D.E. approach to Asian options: analytical and numerical evidence
Year of publication: |
1997
|
---|---|
Authors: | Alziary, Benedicte ; Decamps, Jean-Paul ; Koehl, Pierre-Francois |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 21.1997, 5, p. 613-640
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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