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Bounds for the Price of a European-style Asian Option in a Binary Tree Model

par Reynaerts, Huguette;Vanmaele, Michèle;Dhaene, Jan;Deelstra, Griselda
Référence Proceedings of "The Second Euro-Japanese Workshop on Stochastic-Risk Modelling for Finance, Insurance, Production and Reliability, page (413-422)
Publication Publié, 2002

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Titre:	Bounds for the Price of a European-style Asian Option in a Binary Tree Model
Auteur:	Reynaerts, Huguette; Vanmaele, Michèle; Dhaene, Jan; Deelstra, Griselda
Informations sur la publication:	Proceedings of "The Second Euro-Japanese Workshop on Stochastic-Risk Modelling for Finance, Insurance, Production and Reliability, page (413-422)
Statut de publication:	Publié, 2002
Sujet CREF:	Sciences actuarielles
Langue:	Anglais