The pricing formula of the geometric Asian exchange option related with exchange rate (Q3513739)
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scientific article; zbMATH DE number 5308213
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| default for all languages | No label defined |
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| English | The pricing formula of the geometric Asian exchange option related with exchange rate |
scientific article; zbMATH DE number 5308213 |
Statements
6 August 2008
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geometric average
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exchange rate
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exchange option
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0.8081831932067871
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0.8019450902938843
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