Publication - Journal article
A P.D.E. approach to Asian options: analytical and numerical evidence
Journal of Banking and Finance, vol. 21, n° 5, , pp. 613-640
Reference
Bénédicte Alziary Chassat, Jean-Paul Décamps, and Pierre-François Koehl, A P.D.E. approach to Asian options: analytical and numerical evidence, Journal of Banking and Finance, vol. 21, n° 5, , pp. 613-640
DOI
10.1016/S0378-4266(96)00057-X