Accurate pricing formulas for Asian options (Q2372053): Difference between revisions
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Revision as of 18:12, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accurate pricing formulas for Asian options |
scientific article |
Statements
Accurate pricing formulas for Asian options (English)
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10 July 2007
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option pricing
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Asian option
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fixed strike
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floating strike
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geometric Brownian motion
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approximation
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lognormal distribution
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