Work

Accurate approximations for European-style Asian options

Year: 1998

Type: article

Source: The Journal of Computational Finance

DOI: 10.21314/jcf.1998.017

Authors: Prasad Chalasani, Somesh Jha, Ashok Varikooty

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1595470677

FWCI: 1.481

Cites: 9

Cited by: 24

Related to: 10