Bounds for in-progress floating-strike Asian options using symmetry

✍ Scribed by Vicky Henderson; David Hobson; William Shaw; Rafal Wojakowski

• Book ID: 106344352
• Publisher: Springer US
• Year: 2006
• Tongue: English
• Weight: 449 KB
• Volume: 151
• Category: Article
• ISSN: 0254-5330
• DOI: 10.1007/s10479-006-0122-8