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J-GLOBAL ID：201902210564115618   Reference number：19S0329242

On the asymptotic behavior of the prices of Asian options

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Author (2)：
Hishida, Yuji

About Hishida, Yuji

(Fixed Income Trading Department, Fixed Income Group, Mizuho Securities Co., Ltd.)

About Fixed Income Trading Department, Fixed Income Group, Mizuho Securities Co., Ltd.

, 
Yasutomi, Kenji

About Yasutomi, Kenji

(Department of Mathematical Sciences, Ritsumeikan University)

About Department of Mathematical Sciences, Ritsumeikan University


Material：
Asia-Pacific Financial Markets

About Asia-Pacific Financial Markets


Volume： 12  Issue： 4  Page： 289-306  Publication year： 2005 
JST Material Number： SCOPUS  ISSN： 1387-2834 
Country of issue： United States (USA)  Language： English (EN)

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