Bounds for the price of a European-style Asian option in a binary tree model (Q2569027): Difference between revisions
From MaRDI portal
Latest revision as of 17:35, 10 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Bounds for the price of a European-style Asian option in a binary tree model |
scientific article |
Statements
Bounds for the price of a European-style Asian option in a binary tree model (English)
0 references
17 October 2005
0 references
comonotonicity
0 references
Asian options
0 references
superhedging strategy
0 references