Pricing American Asian options with higher moments in the underlying distribution (Q953394)
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scientific article; zbMATH DE number 5370035
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing American Asian options with higher moments in the underlying distribution |
scientific article; zbMATH DE number 5370035 |
Statements
Pricing American Asian options with higher moments in the underlying distribution (English)
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20 November 2008
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American Asian options
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Edgeworth binomial model
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higher moment
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0.7984911799430847
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0.7881242632865906
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0.7707972526550293
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0.7701243162155151
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0.7511388063430786
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