Bounds for the price of a European-style Asian option in a binary tree model (Q2569027)
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scientific article; zbMATH DE number 2214894
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| English | Bounds for the price of a European-style Asian option in a binary tree model |
scientific article; zbMATH DE number 2214894 |
Statements
Bounds for the price of a European-style Asian option in a binary tree model (English)
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17 October 2005
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comonotonicity
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Asian options
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superhedging strategy
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0.8742590546607971
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0.8706970810890198
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0.8478280305862427
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0.8381604552268982
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0.8199776411056519
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