Fast simplified approaches to Asian option pricing
Year of publication: |
2011
|
---|---|
Authors: | Tangman, D. Y. ; Peer, A. A. I. ; Rambeerich, N. ; Bhuruth, M. |
Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 14.2010/11, 4, p. 3-36
|
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
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