Work

Discrete Asian barrier options

Year: 1999

Type: article

Source: The Journal of Computational Finance

DOI: 10.21314/jcf.1999.036

Authors: R Zvan, P Forsyth, K Vetzal

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1554321485

FWCI: 4.815

Cites:

Cited by: 68

Related to: 10