A note on the implied volatility of floating strike Asian options
Crossref DOI link: https://doi.org/10.1007/s10203-019-00239-w
Published Online: 2019-03-11
Published Print: 2019-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Alòs, Elisa
León, Jorge A.
Funding for this research was provided by:
Conacyt (220303)
ECO2011 (288755)
MEC FEDER MTM (2009-08869)
Text and Data Mining valid from 2019-03-11
Article History
Received: 25 September 2018
Accepted: 28 February 2019
First Online: 11 March 2019