Reference
Bénédicte Alziary Chassat, Jean-Paul Décamps, and Pierre-François Koehl, “A P.D.E. approach to Asian options: analytical and numerical evidence”, Journal of Banking and Finance, vol. 21, n. 5, May 1997, pp. 613–640.
Published in
Journal of Banking and Finance, vol. 21, n. 5, May 1997, pp. 613–640