A Variable Reduction Technique for Pricing Average-rate Options
| Year of publication: |
2000
|
|---|---|
| Authors: | He, Hua ; Takahashi, Akihiko |
| Published in: |
International Review of Finance. - International Review of Finance Ltd., ISSN 1369-412X. - Vol. 1.2000, 2, p. 123-142
|
| Publisher: |
International Review of Finance Ltd. |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005215713