Black-scholes representation for Asian options
Year of publication: |
2014
|
---|---|
Authors: | Večeř, Jan |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 24.2014, 3, p. 598-626
|
Subject: | Asian option | Black-scholes formula | hedging | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Hedging | Asien | Asia | Derivat | Derivative |
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