Pricing asian options in a semimartingale model

Quantitative Finance

Volumn 4, Issue 2, 2004, Pages 170-175

  Vecer, Jan ^a   Xu, Mingxin ^b  

^a Och Spine at New York Presbyterian Hospitals   (United States)

^b CARNEGIE MELLON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 2442428451     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697680400000021     Document Type: Article

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