Analytic approximation formulare for pricing forward-starting Asian options
Year of publication: |
2003
|
---|---|
Authors: | Tsao, Chueh-yung ; Chang, Chuang-chang ; Lin, Chung-gee |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 23.2002, 5, p. 487-516
|
Subject: | Optionspreistheorie | Option pricing theory | Mathematische Optimierung | Mathematical programming | Optionsgeschäft | Option trading |
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