Bounds for the price of discrete arithmetic Asian options (Q2570028)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Bounds for the price of discrete arithmetic Asian options
scientific article

    Statements

    Bounds for the price of discrete arithmetic Asian options (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    26 October 2005
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    hedging
    0 references
    sums of dependent random variables
    0 references
    lower and upper bounds
    0 references
    0 references