Bounds for Asian basket options.

被引:0
|
作者
Deelstra, Griselda
Diallo, Ibrahima
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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