Valuing Asian and Portfolio Options by Conditioning on the Geometric Mean Price (Q4838331): 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 18:37, 5 March 2024
scientific article; zbMATH DE number 772433
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuing Asian and Portfolio Options by Conditioning on the Geometric Mean Price |
scientific article; zbMATH DE number 772433 |
Statements
Valuing Asian and Portfolio Options by Conditioning on the Geometric Mean Price (English)
0 references
13 July 1995
0 references
option pricing
0 references
conditioning
0 references
Asian options
0 references
European options
0 references
portfolios
0 references
distribution-approximating procedures
0 references
