Options of continuous geometric average price on a (B,P)-market with Heath-Jarrow-Morton model

MaRDI QIDQ2850853zbMATH OpenFDO

Authors A. A. Simogin

Publication date 1 October 2013

Published in Prykladna Statystyka. Aktuarna ta Finansova Matematyka (Search for Journal in Brave)

zbMATH Keywords

Heath-Jarrow-Morton modelbondaverage price options\((B,P)\)-market

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited in

(1)

• scientific article; zbMATH DE number 5670604 (Why is no real title available?)

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