Erratum. Exact retrospective Monte Carlo computation of arithmetic average Asian options

Jourdain Benjamin and Sbai Mohamed
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Jourdain Benjamin: Ecole Nationale des Ponts et Chaussées – CERMICS, 6 et 8, avenue Blaise Pascal, Cité Descartes – Champs-sur-Marne, 77455 Marne-la-Vallée Cedex 2, France. E-mail: jourdain@cermics.enpc.fr
Sbai Mohamed: Ecole Nationale des Ponts et Chaussées – CERMICS, 6 et 8, avenue Blaise Pascal, Cité Descartes – Champs-sur-Marne, 77455 Marne-la-Vallée Cedex 2, France. E-mail: sbai@cermics.enpc.fr

Monte Carlo Methods and Applications, 2010, vol. 16, issue 2, 191-193

Abstract: Erratum for the article “Exact retrospective Monte Carlo computation of arithmetic average Asian options” which appeared in Monte Carlo Methods Appl. 13 (2007), 135–171.

Date: 2010
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DOI: 10.1515/mcma.2010.005

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