A Note on Average Rate Options with Discrete Sampling (Q4326887)
From MaRDI portal
![]() | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A Note on Average Rate Options with Discrete Sampling |
scientific article; zbMATH DE number 736922
Language | Label | Description | Also known as |
---|---|---|---|
English | A Note on Average Rate Options with Discrete Sampling |
scientific article; zbMATH DE number 736922 |
Statements
A Note on Average Rate Options with Discrete Sampling (English)
0 references
30 May 1995
0 references
option pricing
0 references
exotic options
0 references
Asian options
0 references
discrete sampling
0 references
average rate financial options
0 references