Bounds for the price of a European-style Asian option in a binary tree model

Huguette Reynaerts, Michele Vanmaele, Jan Dhaene and Griselda Deelstra

European Journal of Operational Research, 2006, vol. 168, issue 2, 322-332

Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:168:y:2006:i:2:p:322-332

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