Efficient quadratic approximation of floating strike Asian option values

Chung, S L and Shackleton, M B and Wojakowski, R M (2003) Efficient quadratic approximation of floating strike Asian option values. Finance, 24 (1). pp. 49-62. ISSN 0752-6180

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Item Type:
Journal Article
Journal or Publication Title:
Finance
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch
Subjects:
ID Code:
44273
Deposited By:
Deposited On:
11 Jul 2011 18:13
Refereed?:
Yes
Published?:
Published
Last Modified:
07 Oct 2020 01:28