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Bounds for in-progress floating-strike Asian options using symmetry

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Publisher copy:
10.1007/s10479-006-0122-8

Authors


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Institution:
University of Oxford
Division:
SSD
Department:
Divisional Administration
Sub department:
Oxford-Man Institute
Role:
Author
Journal:
Annals of Operations Research
Volume:
151
Issue:
1
Pages:
81-98
Publication date:
2007-02-22
DOI:
EISSN:
1572-9338
ISSN:
0254-5330
Source identifiers:
324992
Pubs id:
pubs:324992
UUID:
uuid:80d5d8e5-253a-45c9-a23b-f05765868e65
Local pid:
pubs:324992
Deposit date:
2013-11-17

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