Laguerre series for Asian and other options

Mathematical Finance

Volumn 10, Issue 4, 2000, Pages 407-428

  Dufresne, Daniel ^a  

^a UNIVERSITÉ DE MONTRÉAL   (Canada)

Author keywords

Asian option; Exponential functional of Brownian motion; Option pricing; Reciprocal Asian option

Indexed keywords

EID: 0034370601     PISSN: 09601627     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9965.00101     Document Type: Article

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