Accurate pricing formulas for Asian options (Q2372053)
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scientific article; zbMATH DE number 5170439
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Accurate pricing formulas for Asian options |
scientific article; zbMATH DE number 5170439 |
Statements
Accurate pricing formulas for Asian options (English)
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10 July 2007
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option pricing
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Asian option
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fixed strike
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floating strike
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geometric Brownian motion
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approximation
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lognormal distribution
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0.8718987703323364
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0.8292784690856934
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0.8265448808670044
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0.822857677936554
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0.8194236159324646
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