Valuing Asian and Portfolio Options by Conditioning on the Geometric Mean Price (Q4838331): Difference between revisions
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Revision as of 17:37, 5 March 2024
scientific article; zbMATH DE number 772433
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuing Asian and Portfolio Options by Conditioning on the Geometric Mean Price |
scientific article; zbMATH DE number 772433 |
Statements
Valuing Asian and Portfolio Options by Conditioning on the Geometric Mean Price (English)
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13 July 1995
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option pricing
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conditioning
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Asian options
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European options
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portfolios
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distribution-approximating procedures
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