Efficient Quadratic Approximation of Floating Strike Asian Option Values

Resource

Finance 24 (1): 49-62

Journal

Finance

Journal Volume

24

Journal Issue

1

Pages

49-62

Date Issued

2003

Date

2003

Author(s)

Chung, S. L.

Shackleton, M.

Wojakowski, R.

URI

http://ntur.lib.ntu.edu.tw//handle/246246/83600

Type

journal article

File(s)

Name

14.pdf

Size

337.35 KB

Format

Adobe PDF

Checksum

(MD5):21d0edc12814041b7d24c782b789bda0