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"A Numerical Approach to Price Path Dependent Asian Options."

Tatiana P. Chernogorova, Lubin G. Vulkov (2015)

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DOI: 10.1007/978-3-319-26520-9_6

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-23

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  dblp key:
  - conf/lssc/ChernogorovaV15
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  - https://dblp.org/rec/conf/lssc/ChernogorovaV15
Tatiana P. Chernogorova, Lubin G. Vulkov:
A Numerical Approach to Price Path Dependent Asian Options. LSSC 2015: 63-71

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