scientific article; zbMATH DE number 5670604

MaRDI QIDQ3403777zbMATH OpenFDO

Authors Huirong Zhan, Qiansheng Cheng

Publication date 12 February 2010

zbMATH Keywords

Asian optionsoptions on the minimum or maximum of two geometric average pricesparity formula

Mathematics Subject Classification ID

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

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Cited in

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• Options on the minimum or the maximum of two average prices

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