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Bounds for Asian basket options.
被引:0
|
作者
:
Deelstra, Griselda
论文数:
0
引用数:
0
h-index:
0
Deelstra, Griselda
Diallo, Ibrahima
论文数:
0
引用数:
0
h-index:
0
Diallo, Ibrahima
Vanniaele, Michile
论文数:
0
引用数:
0
h-index:
0
Vanniaele, Michile
机构
:
来源
:
INSURANCE MATHEMATICS & ECONOMICS
|
2006年
/ 39卷
/ 03期
关键词
:
Asian basket options;
comonotone bounds;
D O I
:
暂无
中图分类号
:
F [经济];
学科分类号
:
02 ;
摘要
:
引用
收藏
页码:414 / 415
页数:2
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