An easy computable upper bound for the price of an arithmetic Asian option
Year of publication: |
2000
|
---|---|
Authors: | Simon, S. ; Goovaerts, M. J. ; Dhaene, J. |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 26.2000, 2-3, p. 175-183
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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