Partially Exact and Bounded Approximations for Arithmetic Asian Options

By R. Lord. 2006

49 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/cafe46a845f82d924f37dcc95437ccdf97338a27

Citations in the corpus

• General closed-form basket option pricing bounds (2016, unknown): “Further extensions and applications are discussed by Lord (2006).”