Black-Scholes representation for Asian options (Q2875730)
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scientific article; zbMATH DE number 6328579
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Black-Scholes representation for Asian options |
scientific article; zbMATH DE number 6328579 |
Statements
11 August 2014
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Asian option
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Black-Scholes formula
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hedging
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Black-Scholes representation for Asian options (English)
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0.8443686366081238
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0.8348422050476074
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0.8292784690856934
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0.8270971775054932
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0.8238517045974731
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