One-state variable binomial models for European-/American-style geometric Asian options (Q4647271)
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scientific article; zbMATH DE number 7001605
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| English | One-state variable binomial models for European-/American-style geometric Asian options |
scientific article; zbMATH DE number 7001605 |
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One-state variable binomial models for European-/American-style geometric Asian options (English)
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14 January 2019
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European-style geometric Asian options
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American-style geometric Asian options
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variable binomial models
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0.847627580165863
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0.814536988735199
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0.8066416382789612
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0.8002027273178101
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0.7997874021530151
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