BLACK-SCHOLES REPRESENTATION FOR ASIAN OPTIONS (Q2875730)

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BLACK-SCHOLES REPRESENTATION FOR ASIAN OPTIONS
scientific article

    Statements

    title
    BLACK-SCHOLES REPRESENTATION FOR ASIAN OPTIONS (English)
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    publication date
    11 August 2014
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    zbMATH Keywords
    Asian option
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    Black-Scholes formula
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    hedging
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    author
    Jan Večeř
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    Identifiers

    DOI
    10.1111/mafi.12012
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    zbMATH DE Number
    6328579
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    OpenAlex ID
    W1919071467
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