scientific article; zbMATH DE number 5670119

MaRDI QIDQ3403160zbMATH OpenFDO

Authors Yan Yue, Chen Wang

Publication date 12 February 2010

zbMATH Keywords

Asian optionaverage valuegeometric Brownian motionquadratic moment

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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