Static Hedging of Geometric Average Asian Options with Standard Options (Q5265825)
From MaRDI portal
scientific article; zbMATH DE number 6467424
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Static Hedging of Geometric Average Asian Options with Standard Options |
scientific article; zbMATH DE number 6467424 |
Statements
Static Hedging of Geometric Average Asian Options with Standard Options (English)
0 references
29 July 2015
0 references
Black-Scholes model
0 references
Merton jump-diffusion model
0 references
Monte Carlo simulation
0 references
static hedging
0 references
