Bounds for in-progress floating-strike Asian options using symmetry (Q2480218): Difference between revisions
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Revision as of 09:13, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds for in-progress floating-strike Asian options using symmetry |
scientific article |
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Bounds for in-progress floating-strike Asian options using symmetry (English)
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31 March 2008
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Asian options
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floating strike Asian options
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put call symmetry
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bounds
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change of numéraire
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