General lower bounds for arithmetic Asian option prices
H. Albrecher, P. A. Mayer & W. Schoutens
| 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
|
| Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003751123