Accurate closed-form approximation for pricing Asian and basket options (Q3552634)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accurate closed-form approximation for pricing Asian and basket options |
scientific article |
Statements
Accurate closed-form approximation for pricing Asian and basket options (English)
0 references
22 April 2010
0 references
log-extended-skew-normal distribution
0 references
Asian option
0 references
basket option
0 references
