A. A. Novikov, S. Alexander, N. E. Kordzahiya, T. Ling, “Pricing of asian-type and basket options via bounds”, Teor. Veroyatnost. i Primenen., 2016, Volume 61, Issue 1,Pages <nobr>53

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Teor. Veroyatnost. i Primenen., 2016 Volume 61, Issue 1, Pages 53–68 (Mi tvp5043)

This article is cited in 3 papers

Pricing of asian-type and basket options via bounds

A. A. Novikov^a, S. Alexander^a, N. E. Kordzahiya^b, T. Ling^a

^a University of Technology, Sydney
^b Macquarie University

Received: 13.03.2015
Revised: 31.03.2015

DOI: 10.4213/tvp5043

English version: Theory of Probability and its Applications, 2017, 61:1, 94–106

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