A P.D.E. approach to Asian options: analytical and numerical evidence

Benedicte Alziary, Jean-Paul Décamps and Pierre-Francois Koehl

Journal of Banking & Finance, 1997, vol. 21, issue 5, 613-640

Date: 1997
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Working Paper: A P.D.E. Approach to Asian Options: Analytical and Numerical Evidence (1996)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jbfina:v:21:y:1997:i:5:p:613-640

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