Asian options, the sum of lognormals, and the reciprocal gamma distribution
Year of publication: |
1998
|
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Authors: | Milevsky, Moshe Arye |
Other Persons: | Posner, Steven E. (contributor) |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 33.1998, 3, p. 409-422
|
Subject: | Optionspreistheorie | Option pricing theory | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Optionsgeschäft | Option trading |
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