Bounds for the price of discrete arithmetic Asian options (Q2570028)
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scientific article; zbMATH DE number 2217859
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Bounds for the price of discrete arithmetic Asian options |
scientific article; zbMATH DE number 2217859 |
Statements
Bounds for the price of discrete arithmetic Asian options (English)
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26 October 2005
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hedging
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sums of dependent random variables
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lower and upper bounds
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0.9087461
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0.86769736
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0.7964246
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0.7722517
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0.7692925
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0.7645182
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0.7639947
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0.75768226
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