Bounds for the price of a European-style Asian option in a binary tree model (Q2569027): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds for the price of a European-style Asian option in a binary tree model |
scientific article |
Statements
Bounds for the price of a European-style Asian option in a binary tree model (English)
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17 October 2005
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comonotonicity
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Asian options
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superhedging strategy
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