| Title |
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Pricing bounds for discrete arithmetic Asian options under Lévy models
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| Author |
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| Abstract |
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| Language |
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English
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| Source (journal) |
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Physica: A: theoretical and statistical physics. - Amsterdam |
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| Publication |
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Amsterdam : 2010
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| ISSN |
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0378-4371
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| Volume/pages |
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389:22(2010), p. 5193-5207
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| ISI |
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000283405300009
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| Full text (Publisher's DOI) |
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| Full text (publisher's version - intranet only) |
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