Pricing Discretely Monitored Asian Options by Maturity...

SIAM Journal on Financial Mathematics 2011 / 01 Vol. 2; Iss. 1

Pricing Discretely Monitored Asian Options by Maturity Randomization

Fusai, Gianluca, Marazzina, Daniele, Marena, Marina
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Volume:
2
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/09076115x
Date:
January, 2011
File:
PDF, 379 KB
english, 2011
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