Bounds for in-progress floating-strike Asian options using...

Bounds for in-progress floating-strike Asian options using symmetry

Vicky Henderson, David Hobson, William Shaw, Rafal Wojakowski
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Volume:
151
Language:
english
Pages:
18
DOI:
10.1007/s10479-006-0122-8
Date:
April, 2007
File:
PDF, 449 KB
english, 2007
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