A Note on Average Rate Options with Discrete Sampling

SIAM Journal on Applied Mathematics 1995 / 02 Vol. 55; Iss. 1

A Note on Average Rate Options with Discrete Sampling

J. N. Dewynne and P. Wilmott
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Volume:
55
Language:
english
Journal:
SIAM Journal on Applied Mathematics
DOI:
10.2307/2102626
Date:
February, 1995
File:
PDF, 954 KB
english, 1995
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