Efficient quadratic approximation of floating strike Asian option values

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Efficient quadratic approximation of floating strike Asian option values

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_reports_217666251

Efficient quadratic approximation of floating strike Asian option values

About this item

Full title

Efficient quadratic approximation of floating strike Asian option values

Author / Creator

San-Lin, Chung , Shackleton, Mark and Wojakowski, Rafal

Publisher

Fountain: Presses Universitaires de Grenoble

Journal title

Finance : Revue de l'Association Française de Finance, 2003-06, Vol.24 (1), p.49

Language

English

Formats

Articles

Publication information

Publisher

Fountain: Presses Universitaires de Grenoble

More information

Alternative Titles

Full title

Efficient quadratic approximation of floating strike Asian option values

Authors, Artists and Contributors

Author / Creator

San-Lin, Chung
Shackleton, Mark
Wojakowski, Rafal

Identifiers

Primary Identifiers

Record Identifier

TN_cdi_proquest_reports_217666251

Permalink

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_reports_217666251

Other Identifiers

ISSN

0752-6180

E-ISSN

2101-0145

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