Model-Independent Bounds for Asian Options: A Dynamic Programming Approach (Q4591237)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Model-Independent Bounds for Asian Options: A Dynamic Programming Approach |
scientific article; zbMATH DE number 6806446
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Model-Independent Bounds for Asian Options: A Dynamic Programming Approach |
scientific article; zbMATH DE number 6806446 |
Statements
Model-Independent Bounds for Asian Options: A Dynamic Programming Approach (English)
0 references
13 November 2017
0 references
model-independent pricing
0 references
dynamic programming
0 references
measure-valued martingale
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.91407037
0 references
0.8983284
0 references
0.89739144
0 references
0.8973531
0 references
0.89666957
0 references
0.8964059
0 references
0.8950827
0 references
