An approximate closed-form formula of deferred arithmetic average Asian options (Q5318871)
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scientific article; zbMATH DE number 5583410
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| English | An approximate closed-form formula of deferred arithmetic average Asian options |
scientific article; zbMATH DE number 5583410 |
Statements
22 July 2009
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option pricing
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Asian options
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deferred
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risk neutral
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Black-Scholes model
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0.8070707321166992
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0.7935553789138794
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0.7917644381523132
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0.7751918435096741
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0.7746231555938721
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