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"A Note on Average Rate Options with Discrete Sampling."

J. N. Dewynne, P. Wilmott (1995)

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DOI: 10.1137/0155014

access: closed

type: Journal Article

metadata version: 2020-05-20

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  - https://dblp.org/rec/journals/siamam/DewynneW95
J. N. Dewynne, P. Wilmott:
A Note on Average Rate Options with Discrete Sampling. SIAM J. Appl. Math. 55(1): 267-276 (1995)

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