Bounds for the price of a European-style Asian option in a binary tree model
نویسندگان
چکیده
HUGUETTE REYNAERTS∗, MICHELE VANMAELE∗, JAN DHAENE† and GRISELDA DEELSTRA‡,1 ∗Department of Applied Mathematics and Computer Science, Faculty of Sciences, Ghent University, Krijgslaan 281 S9, 9000 Ghent, Belgium E-mail: [email protected] †Department of Applied Economics, Faculty of Economics and Applied Economics, Catholic University Leuven, Naamsestraat 69, 3000 Leuven, Belgium ‡Department of Mathematics, ISRO and ECARES, Université Libre de Bruxelles, CP 120, 1050 Brussels, Belgium
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ورودعنوان ژورنال:
- European Journal of Operational Research
دوره 168 شماره
صفحات -
تاریخ انتشار 2006