Valuing Asian and Portfolio Options by Conditioning on the Geometric Mean Price (Q4838331)
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scientific article; zbMATH DE number 772433
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| default for all languages | No label defined |
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| English | Valuing Asian and Portfolio Options by Conditioning on the Geometric Mean Price |
scientific article; zbMATH DE number 772433 |
Statements
Valuing Asian and Portfolio Options by Conditioning on the Geometric Mean Price (English)
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13 July 1995
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option pricing
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conditioning
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Asian options
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European options
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portfolios
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distribution-approximating procedures
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0.8321115970611572
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0.8233687877655029
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0.8160312175750732
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