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Licensed Unlicensed Requires Authentication Published by De Gruyter July 12, 2010

Erratum. Exact retrospective Monte Carlo computation of arithmetic average Asian options

  • Benjamin Jourdain and Mohamed Sbai

Abstract

Erratum for the article “Exact retrospective Monte Carlo computation of arithmetic average Asian options” which appeared in Monte Carlo Methods Appl. 13 (2007), 135–171.

Received: 2010-02-18
Revised: 2010-04-28
Published Online: 2010-07-12
Published in Print: 2010-July

© de Gruyter 2010

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