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BOUNDS ON PRICES FOR ASIAN OPTIONS VIA FOURIER METHODS
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- Journal:
- The ANZIAM Journal / Volume 57 / Issue 3 / January 2016
- Published online by Cambridge University Press:
- 19 February 2016, pp. 299-318
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Approximations of boundary crossing probabilities for a Brownian motion
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- Journal:
- Journal of Applied Probability / Volume 36 / Issue 4 / December 1999
- Published online by Cambridge University Press:
- 14 July 2016, pp. 1019-1030
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- December 1999
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