Pricing for geometric average Asian options under time-dependent parameters (Q3501609)
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scientific article; zbMATH DE number 5284303
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing for geometric average Asian options under time-dependent parameters |
scientific article; zbMATH DE number 5284303 |
Statements
3 June 2008
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European options
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0.8884525895118713
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0.8061237931251526
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0.7874099612236023
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