Pricing Geometric Asian Options under the CEV Process
Year of publication: |
2006
|
---|---|
Authors: | Peng, Bin |
Published in: |
International Economic Journal. - Taylor & Francis Journals, ISSN 1016-8737. - Vol. 20.2006, 4, p. 515-522
|
Publisher: |
Taylor & Francis Journals |
Subject: | Exotic options | geometric Asian options | binomial tree method | CEV process |
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