General lower bounds for arithmetic Asian option prices
Year of publication: |
2008
|
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Authors: | Albrecher, H. ; Mayer, Philipp ; Schoutens, W. |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 15.2008, 1/2, p. 123-149
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Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model | Martingal | Martingale |
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