On the equivalence of floating- and fixed-strike Asian options

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:
Journal Article
Journal or Publication Title:
Journal of Applied Probability
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/2600/2613
Subjects:
?? statistics and probabilitystatistics, probability and uncertaintygeneral mathematicsmathematics(all)discipline-based research ??
ID Code:
43638
Deposited By:
Deposited On:
11 Jul 2011 18:02
Refereed?:
Yes
Published?:
Published
Last Modified:
16 Jul 2024 08:49