Approximate valuation of average options (Q1313150)
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scientific article; zbMATH DE number 490516
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate valuation of average options |
scientific article; zbMATH DE number 490516 |
Statements
Approximate valuation of average options (English)
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13 April 1994
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Black-Scholes equation
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average options of European type
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continuous average call option price
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approximations
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theoretical upper and lower bounds
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