Bounds for in-progress floating-strike Asian options using symmetry
| Main Authors: | , , , |
|---|---|
| Format: | Journal article |
| Published: |
2007
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| _version_ | 1797078604404752384 |
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| author | Henderson, V Hobson, D Shaw, W Wojakowski, R |
| author_facet | Henderson, V Hobson, D Shaw, W Wojakowski, R |
| author_sort | Henderson, V |
| collection | OXFORD |
| description | |
| first_indexed | 2024-03-07T00:34:14Z |
| format | Journal article |
| id | oxford-uuid:80d5d8e5-253a-45c9-a23b-f05765868e65 |
| institution | University of Oxford |
| last_indexed | 2024-03-07T00:34:14Z |
| publishDate | 2007 |
| record_format | dspace |
| spelling | oxford-uuid:80d5d8e5-253a-45c9-a23b-f05765868e652022-03-26T21:26:12Z Bounds for in-progress floating-strike Asian options using symmetryJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:80d5d8e5-253a-45c9-a23b-f05765868e65Symplectic Elements at Oxford2007Henderson, VHobson, DShaw, WWojakowski, R |
| spellingShingle | Henderson, V Hobson, D Shaw, W Wojakowski, R Bounds for in-progress floating-strike Asian options using symmetry |
| title |
Bounds for in-progress floating-strike Asian options using symmetry |
| title_full |
Bounds for in-progress floating-strike Asian options using symmetry |
| title_fullStr |
Bounds for in-progress floating-strike Asian options using symmetry |
| title_full_unstemmed |
Bounds for in-progress floating-strike Asian options using symmetry |
| title_short |
Bounds for in-progress floating-strike Asian options using symmetry |
| title_sort | bounds for in progress floating strike asian options using symmetry |
| work_keys_str_mv | AT hendersonv boundsforinprogressfloatingstrikeasianoptionsusingsymmetry AT hobsond boundsforinprogressfloatingstrikeasianoptionsusingsymmetry AT shaww boundsforinprogressfloatingstrikeasianoptionsusingsymmetry AT wojakowskir boundsforinprogressfloatingstrikeasianoptionsusingsymmetry |