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"Bounds for the price of a European-style Asian option in a binary tree model."

Huguette Reynaerts et al. (2006)

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DOI: 10.1016/J.EJOR.2004.07.009

access: closed

type: Journal Article

metadata version: 2020-02-21

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  - journals/eor/ReynaertsVDD06
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  - https://dblp.org/rec/journals/eor/ReynaertsVDD06
Huguette Reynaerts, Michèle Vanmaele, Jan Dhaene, Griselda Deelstra:
Bounds for the price of a European-style Asian option in a binary tree model. Eur. J. Oper. Res. 168(2): 322-332 (2006)

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