Sciweavers

EOR
2006
69views more  EOR 2006»

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

15 years 3 months ago
Bounds for the price of a European-style Asian option in a binary tree model
Huguette Reynaerts, Michèle Vanmaele, Jan D
Added 12 Dec 2010
Updated 12 Dec 2010
Type Journal
Year 2006
Where EOR
Authors Huguette Reynaerts, Michèle Vanmaele, Jan Dhaene, Griselda Deelstra
Comments (0)