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Asian options
Lebensversicherung
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Life insurance
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Theorie
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Option pricing theory
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Optionspreistheorie
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Hsieh, Ming-Hua
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Lee, Yi-Hsi
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Liang, Chiung-Ju
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Lu, King-Jeng
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The North American journal of economics and finance : a journal of financial economics studies
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An effective hybrid variance reduction method for pricing the Asian options and its variants
Lu, King-Jeng
;
Liang, Chiung-Ju
;
Hsieh, Ming-Hua
;
Lee, …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012659091
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