Efficient pricing of discrete Asian options (Q555398): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.amc.2011.01.015 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1984917482 / rank
 
Normal rank

Revision as of 01:46, 20 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
    0 references
    0 references
    22 July 2011
    0 references
    0 references
    discrete Asian options
    0 references
    multinomial lattice model
    0 references
    option pricing
    0 references
    0 references