Efficient pricing of discrete Asian options (Q555398): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:37, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient pricing of discrete Asian options |
scientific article |
Statements
Efficient pricing of discrete Asian options (English)
0 references
22 July 2011
0 references
discrete Asian options
0 references
multinomial lattice model
0 references
option pricing
0 references
