Bounds for Asian basket options
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Publication:932705
DOI10.1016/j.cam.2006.12.017zbMath1151.91500OpenAlexW2109808911MaRDI QIDQ932705
Ibrahima Diallo, Griselda Deelstra, Michèle Vanmaele
Publication date: 11 July 2008
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2006.12.017
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