A P.D.E. approach to Asian options: analytical and numerical evidence

B-Tier

Journal: Journal of Banking & Finance

Year: 1997

Volume: 21

Issue: 5

Pages: 613-640

Authors (3)

Alziary, Benedicte (not in RePEc) Decamps, Jean-Paul (Toulouse School of Economics (...) Koehl, Pierre-Francois (not in RePEc)

Score contribution per author:

0.673 = (α=2.02 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count