scientific article; zbMATH DE number 5583410

zbMath1174.91472MaRDI QIDQ5318871

Dong Zhang, Yu'e An, Chang-Yu Lu

Publication date: 22 July 2009

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

option pricingBlack-Scholes modelAsian optionsrisk neutraldeferred

Mathematics Subject Classification ID

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