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 & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 26.2000, 2-3, p. 175-184
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