A unified approach for the pricing of options relating to averages
Year of publication: |
July 2017
|
---|---|
Authors: | Funahashi, Hideharu ; Kijima, Masaaki |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 20.2017, 3, p. 203-229
|
Subject: | Generalized Asian option | Floating strike | Fixed strike | Discretely sampled | Continuously sampled | Forward-starting | In-progress | Australian-Asian option | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Arbeitskampf | Industrial action | Stichprobenerhebung | Sampling |
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