Analytic bounds and approximations for annuities and Asian options (Q931209): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q201405 |
Changed an Item |
||
| Property / author | |||
| Property / author: Jan Dhaene / rank | |||
Normal rank | |||
Revision as of 02:27, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytic bounds and approximations for annuities and Asian options |
scientific article |
Statements
Analytic bounds and approximations for annuities and Asian options (English)
0 references
25 June 2008
0 references
Asian option
0 references
Brownian motion
0 references
analytic
0 references
closed-form
0 references
lower bound
0 references
annuity
0 references
fixed strike
0 references
continuously sampled
0 references
