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Teoriya Veroyatnostei i ee Primeneniya, 2016, Volume 61, Issue 1, Pages 53–68
DOI: https://doi.org/10.4213/tvp5043 (Mi tvp5043) 		 
This article is cited in 3 scientific papers (total in 3 papers)

Pricing of asian-type and basket options via bounds

A. A. Novikova, S. Alexandera, N. E. Kordzahiyab, T. Linga

a University of Technology, Sydney
b Macquarie University
Full-text PDF (277 kB) Citations (3)
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DOI: https://doi.org/10.4213/tvp5043
Funding agency Grant number
Russian Science Foundation 14-21-00162
Received: 13.03.2015
Revised: 31.03.2015
English version:
Theory of Probability and its Applications, 2017, Volume 61, Issue 1, Pages 94–106
DOI: https://doi.org/10.1137/S0040585X97T987995
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. A. Novikov, S. Alexander, N. E. Kordzahiya, T. Ling, “Pricing of asian-type and basket options via bounds”, Teor. Veroyatnost. i Primenen., 61:1 (2016), 53–68; Theory Probab. Appl., 61:1 (2017), 94–106
Citation in format AMSBIB
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  • https://doi.org/10.4213/tvp5043
  • https://www.mathnet.ru/eng/tvp/v61/i1/p53
    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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