We are grateful to the anonymous associate editor and two referees for detailed comments that helped us improve our paper. E. Bayraktar is supported in part by the National Science Foundation under an applied mathematics research grant and a Career grant, DMS-0906257and DMS-0955463, respectively, and in part by the Susan M. Smith Professorship.
PRICING ASIAN OPTIONS FOR JUMP DIFFUSION
Version of Record online: 22 SEP 2010
© 2010 Wiley Periodicals, Inc.
Volume 21, Issue 1, pages 117–143, January 2011
How to Cite
Bayraktar, E. and Xing, H. (2011), PRICING ASIAN OPTIONS FOR JUMP DIFFUSION. Mathematical Finance, 21: 117–143. doi: 10.1111/j.1467-9965.2010.00426.x
- Issue online: 15 DEC 2010
- Version of Record online: 22 SEP 2010
- Manuscript received July 2007; final revision received March 2009.
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!