Bounds for the price of a European-style Asian option in a binary tree model
Year of publication: |
2006
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Authors: | Reynaerts, Huguette ; Vanmaele, Michele ; Dhaene, Jan ; Deelstra, Griselda |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 168.2006, 2, p. 322-332
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