An accurate analytical approximation for the price of a European-style arithmetic Asian option
Year of publication: |
2004
|
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Authors: | Vyncke, David ; Goovaerts, Marc J. ; Dhaene, Jan |
Published in: |
Finance : revue de l'Association Française de Finance. - Grenoble : Presses Universitaires de Grenoble, ISSN 0752-6180, ZDB-ID 614796-3. - Vol. 25.2004, Numéro hors séries, p. 121-139
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Subject: | Optionsgeschäft | Option trading |
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