Pricing American Asian options with higher moments in the underlying distribution (Q953394): Difference between revisions
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Revision as of 19:40, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing American Asian options with higher moments in the underlying distribution |
scientific article |
Statements
Pricing American Asian options with higher moments in the underlying distribution (English)
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20 November 2008
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American Asian options
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Edgeworth binomial model
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higher moment
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