A P.D.E. Approach to Asian options: Analytical and numerical evidence

Journal of Banking and Finance

Volumn 21, Issue 5, 1997, Pages 613-640

  Alziary, Bénédicte ^a   Décamps, Jean Paul ^b   Koehl, Pierre François ^c  

^a UNIVERSITÉ DE TOULOUSE   (France)

^b TOULOUSE SCHOOL OF ECONOMICS   (France)

^c CREST   (France)

Author keywords

Asian options; Hedging; Options; Pricing

Indexed keywords

EID: 0031138970     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(96)00057-X     Document Type: Article

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