The value of an Asian option (Q4866783)

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scientific article; zbMATH DE number 847703
Language Label Description Also known as
English
The value of an Asian option
scientific article; zbMATH DE number 847703

    Statements

    title
    The value of an Asian option (English)
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    author
    L. C. G. Rogers
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    Zhan Shi
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    publication date
    26 February 1996
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    zbMATH Keywords
    Brownian motion
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    fixed strike
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    floating strike
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    price of an Asian option
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    Identifiers

    DOI
    10.2307/3215221
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    zbMATH DE Number
    847703
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    Wikidata QID
    Q55891472
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    OpenAlex ID
    W2059469232
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