Moment-matching approximations for Asian options
Year of publication: |
2014
|
---|---|
Authors: | Lo, Chien-ling ; Palmer, Kenneth J. ; Yu, Min-the |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 21.2014, 4, p. 103-122
|
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
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