A unified approach for the pricing of options relating to averages (Q1627630): Difference between revisions
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scientific article
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English | A unified approach for the pricing of options relating to averages |
scientific article |
Statements
A unified approach for the pricing of options relating to averages (English)
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30 November 2018
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generalized Asian option
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floating strike
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fixed strike
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discretely sampled
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continuously sampled
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forward-starting
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in-progress
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Australian-Asian option
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