Valuing Asian and portfolio options by conditioning on the geometric mean price
Year of publication: |
1994
|
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Authors: | Curran, Michael |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 40.1994, 12, p. 1705-1711
|
Subject: | Optionsgeschäft | Option trading | CAPM | Portfolio-Management | Portfolio selection | Theorie | Theory |
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