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

    14 years 13 days ago
    Bounds for the price of a European-style Asian option in a binary tree model
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    Huguette Reynaerts, Michèle Vanmaele, Jan D
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    Added 12 Dec 2010
    Updated 12 Dec 2010
    Type Journal
    Year 2006
    Where EOR
    Authors Huguette Reynaerts, Michèle Vanmaele, Jan Dhaene, Griselda Deelstra
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