Author:
Neave Edwin H.,Ye George L.
Reference38 articles.
1. A P.D.E. approach to Asian options: analytical and numerical evidence;B Alziiary;Journal of Banking & Finance,1997
2. Pricing of American path-dependent contingent Claims;J Barraquand;Mathematical Finance,1996
3. When is time continuous?;Dimitris Bertsimas;Journal of Financial Economics,2000
4. The pricing of options and corporate liabilities;F Black;Journal of Political Economy,1973