An affine property of the reciprocal Asian option process
Dufresne, Daniel
Osaka J. Math., Tome 38 (2001) no. 1, p. 379-381 / Harvested from Project Euclid
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Publié le : 2001-06-14
Classification:  
@article{1153492471,
     author = {Dufresne, Daniel},
     title = {An affine property of the reciprocal Asian option process},
     journal = {Osaka J. Math.},
     volume = {38},
     number = {1},
     year = {2001},
     pages = { 379-381},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1153492471}
}

Dufresne, Daniel. An affine property of the reciprocal Asian option process. Osaka J. Math., Tome 38 (2001) no. 1, pp.  379-381. http://gdmltest.u-ga.fr/item/1153492471/