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"General Optimized Lower and Upper Bounds for Discrete and Continuous ..."

Gianluca Fusai, Ioannis Kyriakou (2016)

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DOI: 10.1287/MOOR.2015.0739

access: closed

type: Journal Article

metadata version: 2019-09-25

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Gianluca Fusai, Ioannis Kyriakou:
General Optimized Lower and Upper Bounds for Discrete and Continuous Arithmetic Asian Options. Math. Oper. Res. 41(2): 531-559 (2016)

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