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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
Received: 13.03.2015 Revised: 31.03.2015
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
Linking options:
https://www.mathnet.ru/eng/tvp5043https://doi.org/10.4213/tvp5043 https://www.mathnet.ru/eng/tvp/v61/i1/p53
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