Bounds for the price of a European-style Asian option in a binary tree model (Q2569027): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Normal rank
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+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
+Normal rank
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+The concept of comonotonicity in actuarial science and finance: theory.
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+Upper and lower bounds for sums of random variables
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+The value of an Asian option
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+Normal rank
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+An easy computable upper bound for the price of an arithmetic Asian option
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+Bounds for the price of discrete arithmetic Asian options
+Normal rank