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~person:"Arguin, Louis-Pierre"
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Asian option pricing
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Arguin, Louis-Pierre
Kirkby, J. Lars
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International journal of theoretical and applied finance
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Most-likely-path in Asian option pricing under local voluntility models
Arguin, Louis-Pierre
;
Liu, Nien-Lin
;
Wang, Tai-Ho
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011903764
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