Home > Research > Browse

Results for Change of numéraire

Publications & Outputs

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

    Henderson, V., Hobson, D., Shaw, W. & Wojakowski, R. M., 2007, In : Annals of Operations Research. 151, 1, p. 81-98 18 p.

    Research output: Contribution to journalJournal article