Cite
HARVARD Citation
Costabile, M. et al. (2010). A binomial model for pricing US-style average options with reset features. International journal of financial markets and derivatives. pp. 258-273. [Online].
This is an interim version of our Electronic Legal Deposit Catalogue-eJournals and eBooks while we continue to recover from a cyber-attack.
Costabile, M. et al. (2010). A binomial model for pricing US-style average options with reset features. International journal of financial markets and derivatives. pp. 258-273. [Online].