Items where Author is "Henderson, V"

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.

Henderson, V and Wojakowski, R M (2000) On the equivalence of floating and fixed-strike Asian options. Working Paper. The Department of Accounting and Finance, Lancaster University.