The value of an Asian option (Q4866783)
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scientific article; zbMATH DE number 847703
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The value of an Asian option |
scientific article; zbMATH DE number 847703 |
Statements
The value of an Asian option (English)
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26 February 1996
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Brownian motion
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fixed strike
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floating strike
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price of an Asian option
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0.8359823822975159
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0.8270782232284546
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0.8239986896514893
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0.8233687877655029
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0.8228175044059753
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