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~type_genre:"Graue Literatur"
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change of numeraire
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A change of measure formula for recursive conditional expectations
Di Persio, Luca
;
Gnoatto, Alessandro
;
Patacca, Marco
-
2021
Persistent link: https://www.econbiz.de/10013347592
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2
Bounds for floating-strike Asian options using symmetry
Henderson, Vicky
;
Hobson, David G.
;
Shaw, William
; …
-
2003
Persistent link: https://www.econbiz.de/10009581655
Saved in:
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On the equivalence of floating and fixed-strike Asian options
Henderson, Vicky
;
Wojakowski, Rafa L.
-
2001
Persistent link: https://www.econbiz.de/10009581665
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