Showing 1 - 2 of 2
We show that Australian options are equivalent to fixed or floating strike Asian options and consequently that by studying Asian options from the Australian perspective and vice versa, much can be gained. One specific application of this “Australian approach” leads to a natural dimension...
Persistent link: https://www.econbiz.de/10011051870
Persistent link: https://www.econbiz.de/10010094655