"Valuing vulnerable geometric Asian options."

Junkee Jeon, Ji-Hun Yoon, Myungjoo Kang (2016)

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DOI: 10.1016/J.CAMWA.2015.12.038

access: open

type: Journal Article

metadata version: 2021-02-11

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Junkee Jeon, Ji-Hun Yoon, Myungjoo Kang:
Valuing vulnerable geometric Asian options. Comput. Math. Appl. 71(2): 676-691 (2016)

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