Prices of asian options under stochastic interest rates

Prices of asian options under stochastic interest rates

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Veröffentlicht in:Applied Mathematics-A Journal of Chinese Universities 2006-06, Vol.21 (2), p.135-142
Hauptverfasser: Shuguang, Zhang, Shuiyong, Yuan, Lijun, Wang
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container_title Applied Mathematics-A Journal of Chinese Universities
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ispartof Applied Mathematics-A Journal of Chinese Universities, 2006-06, Vol.21 (2), p.135-142
issn 1005-1031
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source SpringerNature Journals; Alma/SFX Local Collection
title Prices of asian options under stochastic interest rates
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