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Sequential Analysis
Design Methods and Applications
Volume 29, 2010 - Issue 3: Celebrating the Seventy-Fifth Birthday of Albert N. Shiryaev—Invited Papers: Part 2
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Original Articles

The British Asian Option

Kristoffer Glover School of Finance and Economics, University of Technology, Sydney, Australia
,
Goran Peskir School of Mathematics, The University of Manchester, Manchester, United KingdomCorrespondence[email protected]
&
Farman Samee School of Mathematics, The University of Manchester, Manchester, United Kingdom
Pages 311-327 | Received 05 Jan 2009, Accepted 10 Jul 2009, Published online: 24 Sep 2010

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Read on this site (1)

Yerkin Kitapbayev. (2015) The British Lookback Option with Fixed Strike. Applied Mathematical Finance 22:3, pages 238-260.
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Articles from other publishers (3)

MIN GAO. (2017) THE BRITISH ASSET-OR-NOTHING PUT OPTION. International Journal of Theoretical and Applied Finance 20:04, pages 1750030.
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Tim Leung & Peng Liu. 2013. Advances in Financial Risk Management. Advances in Financial Risk Management 391 404 .
Tim Leung & Mike Ludkovski. (2011) Optimal Timing to Purchase Options. SIAM Journal on Financial Mathematics 2:1, pages 768-793.
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