Bounds and approximations for discrete Asian options in a variance-gamma model

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Title
Bounds and approximations for discrete Asian options in a variance-gamma model
Journal
Grazer Mathematische Berichte
Author(s)
Albrecher H., Predota M.
ISSN
1016-7692
Publication state
Published
Issued date
2002
Peer-reviewed
Oui
Volume
345
Pages
35-57
Language
english
Create date
12/05/2009 11:58
Last modification date
20/08/2019 14:31
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