Bounds for the Price of a European-style Asian Option in a Binary Tree Model

Authors :: Reynaerts, Huguette
Vanmaele, Michèle
Dhaene, Jan
Deelstra, Griselda
Reynaerts, Huguette
Vanmaele, Michèle
Dhaene, Jan
Deelstra, Griselda
Source :: In: Proceedings of "The Second Euro-Japanese Workshop on Stochastic-Risk Modelling for Finance, Insurance, Production and Reliability
Publication Year :: 2002
Abstract: info:eu-repo/semantics/published

Database :: OAIster
Journal :: In: Proceedings of "The Second Euro-Japanese Workshop on Stochastic-Risk Modelling for Finance, Insurance, Production and Reliability
Notes :: No full-text files, English
Publication Type :: Electronic Resource
Accession number :: edsoai.ocn872085539
Document Type :: Electronic Resource