The value of an Asian option (Q4866783): Difference between revisions
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Revision as of 05:18, 8 February 2024
scientific article; zbMATH DE number 847703
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The value of an Asian option |
scientific article; zbMATH DE number 847703 |
Statements
The value of an Asian option (English)
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26 February 1996
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Brownian motion
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fixed strike
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floating strike
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price of an Asian option
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