Analytic bounds and approximations for annuities and Asian options
Steven Vanduffel, Zhaoning Shang, Luc Henrard, Jan Dhaene, Emiliano A. ValdezVolume:
42
Year:
2008
Language:
english
Pages:
9
DOI:
10.1016/j.insmatheco.2008.02.004
File:
PDF, 366 KB
english, 2008