Nielsen, J. A., & Sandmann, K. (1996). The pricing of Asian options under stochastic interest rates. Univ., Sonderforschungsbereich 303.
Chicago Style (17th ed.) CitationNielsen, J. Aase, and Klaus Sandmann. The Pricing of Asian Options Under Stochastic Interest Rates. Bonn: Univ., Sonderforschungsbereich 303, 1996.
MLA (9th ed.) CitationNielsen, J. Aase, and Klaus Sandmann. The Pricing of Asian Options Under Stochastic Interest Rates. Univ., Sonderforschungsbereich 303, 1996.
Warning: These citations may not always be 100% accurate.