Accurate pricing formulas for Asian options (Q2372053)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accurate pricing formulas for Asian options |
scientific article |
Statements
Accurate pricing formulas for Asian options (English)
0 references
10 July 2007
0 references
option pricing
0 references
Asian option
0 references
fixed strike
0 references
floating strike
0 references
geometric Brownian motion
0 references
approximation
0 references
lognormal distribution
0 references
0 references
