Study on the Solution of Geometric Asian Option Pricing M odel under the CEV Process

Yun WU;Jian Min HE

Systems Engineering - Theory & Practice ›› 2003, Vol. 23 ›› Issue (4) : 32-36.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2003, Vol. 23 ›› Issue (4) : 32-36. DOI: 10.12011/1000-6788(2003)4-32
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Study on the Solution of Geometric Asian Option Pricing M odel under the CEV Process

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2003, 23(4): 32-36 https://doi.org/10.12011/1000-6788(2003)4-32

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