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An accurate analytical approximation for the price of a European-style arithmetic Asian option
Vyncke, David; Goovaerts, Marc J.; Dhaene, Jan - In: Finance : revue de l'Association Française de Finance 25 (2004) Numéro hors séries, pp. 121-139
Persistent link: https://www.econbiz.de/10002877398
Cover Image
An accurate analytical approximation for the price of a European-style arithmetic Asian option
Vyncke, David; Goovaerts, Marc; Dhaene, Jan - In: Finance : revue de l'Association Française de Finance 25 (2004) Numéro hors séries, pp. 121-139
Persistent link: https://www.econbiz.de/10009918894