Recursive formula for arithmetic Asian option prices
Year of publication: |
2014
|
---|---|
Authors: | Lee, Kyungsub |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 34.2014, 3, p. 220-234
|
Subject: | Martingal | Martingale | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
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