Pricing of Asian-Type and Basket Options via Bounds (Q2967982): Difference between revisions
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Revision as of 10:13, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of Asian-Type and Basket Options via Bounds |
scientific article |
Statements
Pricing of Asian-Type and Basket Options via Bounds (English)
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9 March 2017
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Asian options
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basket options
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lower and upper bounds
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volume-weighted average prices (VWAP)
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Lévy processes
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