The Istanbul option: Where the standard European option becomes Asian (Q1381465): Difference between revisions
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scientific article
Language | Label | Description | Also known as |
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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)
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17 March 1998
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option pricing
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strong Markov property of Brownian motion
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Asian options
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