Asian option pricing with orthogonal polynomials
- Willems, Sander ORCID EPFL and Swiss Finance Institute, 1015 Lausanne, Switzerland
- 2018-11-13
Published in:
- Quantitative Finance. - Informa UK Limited. - 2018, vol. 19, no. 4, p. 605-618
- Language
-
- English
- Open access status
- green
- Identifiers
-
- DOI 10.1080/14697688.2018.1526396
- ISSN 1469-7688
- Persistent URL
- https://sonar.ch/global/documents/294603
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