Pricing financial claims contingent upon an underlying asset monitored at discrete times
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Publication:2476662
DOI10.1007/s10665-007-9176-0zbMath1134.91419OpenAlexW2164454433MaRDI QIDQ2476662
Gianluca Fusai, Ross Green, I. David Abrahams
Publication date: 12 March 2008
Published in: Journal of Engineering Mathematics (Search for Journal in Brave)
Full work available at URL: http://eprints.maths.manchester.ac.uk/961/1/Pricing_Financial_Claims.pdf
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Cites Work
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