Bounds for the price of a European-style Asian option in a binary tree model (Q2569027): Difference between revisions
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Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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Property / cites work: Option pricing: A simplified approach / rank | |||
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Property / cites work: The concept of comonotonicity in actuarial science and finance: theory. / rank | |||
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Property / cites work: Upper and lower bounds for sums of random variables / rank | |||
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Property / cites work: The value of an Asian option / rank | |||
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Property / cites work: An easy computable upper bound for the price of an arithmetic Asian option / rank | |||
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Property / cites work: Bounds for the price of discrete arithmetic Asian options / rank | |||
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Latest revision as of 17:35, 10 June 2024
scientific article
Language | Label | Description | Also known as |
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English | Bounds for the price of a European-style Asian option in a binary tree model |
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Bounds for the price of a European-style Asian option in a binary tree model (English)
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17 October 2005
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comonotonicity
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Asian options
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superhedging strategy
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