A P.D.E. Approach to Asian Options: Analytical and Numerical Evidence.
Year of publication: |
1996
|
---|---|
Authors: | Alziary, B. ; Decamps, J-P. ; Koehl, P-F. |
Institutions: | Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE) |
Subject: | FINANCIAL MARKET | PRICING |
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