On the Valuation of Discrete Asian Options in High Volatility Environments

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	508-533
Number of pages	26
Journal	Applied Mathematical Finance
DOIs	https://doi.org/10.1080/1350486X.2022.2108858
Publication status	Published - Aug 2022

Fields of science

@article{97d05e2f8076425a894f69ed982fab24,

title = "On the Valuation of Discrete Asian Options in High Volatility Environments",

author = "Sascha Desmettre and J. Wenzel",

year = "2022",

month = aug,

doi = "10.1080/1350486X.2022.2108858",

language = "English",

pages = "508--533",

journal = "Applied Mathematical Finance",

issn = "1466-4313",

}