The Valuation of Path Dependent Contracts on the Average (Q4287696)
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scientific article; zbMATH DE number 550312
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Valuation of Path Dependent Contracts on the Average |
scientific article; zbMATH DE number 550312 |
Statements
The Valuation of Path Dependent Contracts on the Average (English)
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1 November 1994
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financial markets
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option pricing
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path dependence issues
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arithmetic and geometric means
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American contracts
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