Static Hedging of Geometric Average Asian Options with Standard Options (Q5265825): Difference between revisions
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Latest revision as of 14:48, 10 July 2024
scientific article; zbMATH DE number 6467424
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Static Hedging of Geometric Average Asian Options with Standard Options |
scientific article; zbMATH DE number 6467424 |
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Static Hedging of Geometric Average Asian Options with Standard Options (English)
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29 July 2015
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Black-Scholes model
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Merton jump-diffusion model
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Monte Carlo simulation
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static hedging
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