PRICING THE ASIAN OPTION UNDER VASIEK INTEREST RATE

Li Jun WANG, Shu Guang ZHANG

Acta Mathematicae Applicatae Sinica ›› 2003, Vol. 26 ›› Issue (3) : 467-474.

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Acta Mathematicae Applicatae Sinica ›› 2003, Vol. 26 ›› Issue (3) : 467-474. DOI: 10.12387/C2003053
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PRICING THE ASIAN OPTION UNDER VASIEK INTEREST RATE

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 2003, 26(3): 467-474 https://doi.org/10.12387/C2003053

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