A Note on Average Rate Options with Discrete Sampling (Q4326887)
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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)
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30 May 1995
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option pricing
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exotic options
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Asian options
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discrete sampling
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average rate financial options
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