Efficient pricing of discrete Asian options (Q555398): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q2383616 |
||
Property / author | |||
Property / author: William Wei-Yuan Hsu / rank | |||
Revision as of 13:45, 1 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Efficient pricing of discrete Asian options |
scientific article |
Statements
Efficient pricing of discrete Asian options (English)
0 references
22 July 2011
0 references
discrete Asian options
0 references
multinomial lattice model
0 references
option pricing
0 references