Results for Floating strike Asian options

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 Journal/Magazine › Journal article › peer-review