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 ??

Departments:

Lancaster University Management School > Accounting & Finance

ID Code:

43638

Deposited By:

ep_importer_pure

Deposited On:

11 Jul 2011 18:02

Refereed?:

Yes

Published?:

Published

Last Modified:

16 Jul 2024 08:49

URI:

https://eprints.lancs.ac.uk/id/eprint/43638