An easy computable upper bound for the price of an arithmatic Asian Option

Authors
Publication date 2000
Journal Insurance: Mathematics & Economics
Volume | Issue number 26
Pages (from-to) 175-183
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type Article
Note [A]
Published at https://doi.org/10.1016/S0167-6687(99)00051-7
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