Moshe Arye Milevsky, and Steven E. Posner, Asian Options, the Sum of Lognormals, and the Reciprocal Gamma Distribution, Journal of Financial and Quantitative Analysis Vol. 33, No. 3, September 1998

 Home/Search   Document Not in Database   Context   Related Articles  

This paper is cited by the following papers:

Pricing Virtual Paths with Quality-of-Service Guarantees as.. - Rasmusson (2001)   (Correct)

Online articles have much greater impact   More about CiteSeer.IST   Add search form to your site   Submit documents   Feedback  

CiteSeer.IST - Copyright Penn State and NEC