A P.D.E. approach to Asian options: analytical and numerical evidence

Alziary Chassat, Bénédicte, Décamps, Jean-Paul and Koehl, Pierre-François (1997) A P.D.E. approach to Asian options: analytical and numerical evidence. Journal of Banking and Finance, 21 (5). pp. 613-640.

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Official URL: http://tse-fr.eu/pub/24578
Item Type: Article
Language: English
Date: May 1997
Refereed: Yes
Subjects: B- ECONOMIE ET FINANCE
Divisions: TSM Research (Toulouse), TSE-R (Toulouse)
Site: UT1
Date Deposited: 18 Jan 2012 06:04
Last Modified: 07 Mar 2018 13:22
OAI ID: oai:tse-fr.eu:24578
URI: http://publications.ut-capitole.fr/id/eprint/3586

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