Asian options with zero cost-of-carry: EEX options on freight and iron ore futures (Q2044818)
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scientific article; zbMATH DE number 7380455
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Asian options with zero cost-of-carry: EEX options on freight and iron ore futures |
scientific article; zbMATH DE number 7380455 |
Statements
Asian options with zero cost-of-carry: EEX options on freight and iron ore futures (English)
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10 August 2021
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Asian options
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arithmetic average rate options
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zero cost-of-carry
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European energy exchange
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freight futures options
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iron ore futures options
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0.7317874431610107
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0.7316678166389465
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0.7157235741615295
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0.7060644030570984
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0.6999644637107849
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