Efficient Quadratic Approximation of Floating Strike Asian Option Values
Resource
The 2001 European Financial Management Association Annual Meeting, Lugano, Switzerland(2001)
Journal
The 2001 European Financial Management Association Annual Meeting, Lugano
Pages
-
Date Issued
2001
Date
2001
Author(s)
Chung, S. L.
Shackleton, M.
Wojakowski, R.
Type
conference paper