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

Vicky Henderson et al. (2007)

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DOI: 10.1007/S10479-006-0122-8

access: closed

type: Journal Article

metadata version: 2020-08-13

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  - https://dblp.org/rec/journals/anor/HendersonHSW07
Vicky Henderson, David Hobson, William Shaw, Rafal Wojakowski:
Bounds for in-progress floating-strike Asian options using symmetry. Ann. Oper. Res. 151(1): 81-98 (2007)

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