Efficient pricing of discrete Asian options (Q555398)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Efficient pricing of discrete Asian options |
scientific article; zbMATH DE number 5931342
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Efficient pricing of discrete Asian options |
scientific article; zbMATH DE number 5931342 |
Statements
Efficient pricing of discrete Asian options (English)
0 references
22 July 2011
0 references
discrete Asian options
0 references
multinomial lattice model
0 references
option pricing
0 references
0 references
0.9207350611686708
0 references
0.9126299619674684
0 references
0.8787190318107605
0 references
0.8787190318107605
0 references
0.8779383301734924
0 references
