Henderson, V and Wojakowski, R M (2002) On the equivalence of floating- and fixed-strike Asian options. Journal of Applied Probability, 39 (2). pp. 391-394.
Full text not available from this repository.| Item Type: | Article |
|---|---|
| Journal or Publication Title: | Journal of Applied Probability |
| Subjects: | UNSPECIFIED |
| Departments: | Lancaster University Management School > Accounting & Finance |
| ID Code: | 43638 |
| Deposited By: | ep_importer_pure |
| Deposited On: | 11 Jul 2011 19:02 |
| Refereed?: | Yes |
| Published?: | Published |
| Last Modified: | 26 Jul 2012 18:50 |
| Identification Number: | |
| URI: | http://eprints.lancs.ac.uk/id/eprint/43638 |
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