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On the equivalence of floating- and fixed-strike Asian options

Research output: Contribution to Journal/MagazineJournal articlepeer-review

Published

Standard

On the equivalence of floating- and fixed-strike Asian options. / Henderson, V; Wojakowski, R M.
In: Journal of Applied Probability, Vol. 39, No. 2, 2002, p. 391-394.

Research output: Contribution to Journal/MagazineJournal articlepeer-review

Harvard

Henderson, V & Wojakowski, RM 2002, 'On the equivalence of floating- and fixed-strike Asian options', Journal of Applied Probability, vol. 39, no. 2, pp. 391-394.

APA

Henderson, V., & Wojakowski, R. M. (2002). On the equivalence of floating- and fixed-strike Asian options. Journal of Applied Probability, 39(2), 391-394.

Vancouver

Henderson V, Wojakowski RM. On the equivalence of floating- and fixed-strike Asian options. Journal of Applied Probability. 2002;39(2):391-394.

Author

Henderson, V ; Wojakowski, R M. / On the equivalence of floating- and fixed-strike Asian options. In: Journal of Applied Probability. 2002 ; Vol. 39, No. 2. pp. 391-394.

Bibtex

@article{5c709c858a194dd1931b9168cdcb9983,
title = "On the equivalence of floating- and fixed-strike Asian options",
author = "V Henderson and Wojakowski, {R M}",
year = "2002",
language = "English",
volume = "39",
pages = "391--394",
journal = "Journal of Applied Probability",
publisher = "University of Sheffield",
number = "2",

}

RIS

TY - JOUR

T1 - On the equivalence of floating- and fixed-strike Asian options

AU - Henderson, V

AU - Wojakowski, R M

PY - 2002

Y1 - 2002

M3 - Journal article

VL - 39

SP - 391

EP - 394

JO - Journal of Applied Probability

JF - Journal of Applied Probability

IS - 2

ER -