Bounds for the price of a European-style Asian option in a...

European Journal of Operational Research 2006 Vol. 168; Iss. 2

Bounds for the price of a European-style Asian option in a binary tree model

Huguette Reynaerts, Michele Vanmaele, Jan Dhaene, Griselda Deelstra
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Volume:
168
Year:
2006
Language:
english
Pages:
11
DOI:
10.1016/j.ejor.2004.07.009
File:
PDF, 312 KB
english, 2006
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