Bounds for Asian basket options (Q932705)
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scientific article; zbMATH DE number 5300694
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Bounds for Asian basket options |
scientific article; zbMATH DE number 5300694 |
Statements
Bounds for Asian basket options (English)
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11 July 2008
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Asian basket option
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sum of non-independent random variables
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non-comonotonic sum
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0.8904460668563843
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0.8877658247947693
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0.8687592148780823
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0.8650730848312378
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0.8601803183555603
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