The value of an Asian option
Work
Year: 1995
Type: article
Source: Journal of Applied Probability
Authors L. C. G. Rogers, Zhan Shi
Institution Queen Mary University of London
Cites: 3
Cited by: 53
Related to: 10
FWCI:
Citation percentile (by year/subfield): 83.17
Subfield: Finance
Domain: Social Sciences
Open Access status: closed