Geodesic
Pricing of asian-type and basket options via bounds
Teoriâ veroâtnostej i ee primeneniâ, Tome 61 (2016) no. 1, pp. 53-68

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@article{TVP_2016_61_1_a3,
     author = {A. A. Novikov and S. Alexander and N. E. Kordzahiya and T. Ling},
     title = {Pricing of asian-type and basket options via bounds},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {53--68},
     publisher = {mathdoc},
     volume = {61},
     number = {1},
     year = {2016},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2016_61_1_a3/}
}
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A. A. Novikov; S. Alexander; N. E. Kordzahiya; T. Ling. Pricing of asian-type and basket options via bounds. Teoriâ veroâtnostej i ee primeneniâ, Tome 61 (2016) no. 1, pp. 53-68. http://geodesic.mathdoc.fr/item/TVP_2016_61_1_a3/