Publication
Title
Pricing bounds for discrete arithmetic Asian options under Lévy models
Author
Abstract
Language
English
Source (journal)
Physica: A: theoretical and statistical physics. - Amsterdam
Publication
Amsterdam : 2010
ISSN
0378-4371
Volume/pages
389:22(2010), p. 5193-5207
ISI
000283405300009
Full text (Publisher's DOI)
Full text (publisher's version - intranet only)
UAntwerpen
Faculty/Department
Research group
Publication type
Subject
Affiliation
Publications with a UAntwerp address
External links
Web of Science
Record
Identification
Creation 25.11.2010
Last edited 21.11.2018
To cite this reference