The derivatives of Asian call option prices (Q957478)
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scientific article; zbMATH DE number 5374726
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The derivatives of Asian call option prices |
scientific article; zbMATH DE number 5374726 |
Statements
The derivatives of Asian call option prices (English)
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27 November 2008
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Asian option
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derivatives of option prices
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geometric Brownian motion
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time integral
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0.8308501839637756
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0.8220522403717041
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0.8181992173194885
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0.8035969734191895
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0.7905949354171753
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