The British Asian Option
Author:
Affiliation:
1. a School of Finance and Economics, University of Technology , Sydney , Australia
2. b School of Mathematics, The University of Manchester , Manchester , United Kingdom
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/07474946.2010.487439
Reference10 articles.
1. The trap of complacency in predicting the maximum
2. Analytical Valuation of American-Style Asian Options
3. Integral Option
4. A Change-of-Variable Formula with Local Time on Curves
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