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

Benjamin Jourdain (1) , Mohamed Sbai (1)

1 CERMICS - Centre d'Enseignement et de Recherche en Mathématiques, Informatique et Calcul Scientifique

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.

Benjamin Jourdain, Mohamed Sbai. Erratum : Exact retrospective Monte Carlo computation of arithmetic average Asian options. Monte Carlo Methods and Applications, 2010, 16 (2), pp.191-193. ⟨10.1515/MCMA.2010.005⟩. ⟨hal-00624324⟩