The Istanbul option: Where the standard European option becomes Asian (Q1381465): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 04:08, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Istanbul option: Where the standard European option becomes Asian |
scientific article |
Statements
The Istanbul option: Where the standard European option becomes Asian (English)
0 references
17 March 1998
0 references
option pricing
0 references
strong Markov property of Brownian motion
0 references
Asian options
0 references
