Efficient pricing of discrete Asian options (Q555398): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G60 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 5931342 / rank | |||
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| Property / zbMATH Keywords | |||
discrete Asian options | |||
| Property / zbMATH Keywords: discrete Asian options / rank | |||
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multinomial lattice model | |||
| Property / zbMATH Keywords: multinomial lattice model / rank | |||
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| Property / zbMATH Keywords | |||
option pricing | |||
| Property / zbMATH Keywords: option pricing / rank | |||
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Revision as of 14:35, 1 July 2023
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)
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22 July 2011
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discrete Asian options
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multinomial lattice model
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option pricing
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