Analytic bounds and approximations for annuities and Asian options (Q931209): Difference between revisions

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Latest revision as of 12:36, 28 June 2024

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Analytic bounds and approximations for annuities and Asian options
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    Analytic bounds and approximations for annuities and Asian options (English)
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    25 June 2008
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    Asian option
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    Brownian motion
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    analytic
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    closed-form
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    lower bound
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    annuity
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    fixed strike
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    continuously sampled
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