A unified approach for the pricing of options relating to averages (Q1627630)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A unified approach for the pricing of options relating to averages |
scientific article; zbMATH DE number 6987328
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A unified approach for the pricing of options relating to averages |
scientific article; zbMATH DE number 6987328 |
Statements
A unified approach for the pricing of options relating to averages (English)
0 references
30 November 2018
0 references
generalized Asian option
0 references
floating strike
0 references
fixed strike
0 references
discretely sampled
0 references
continuously sampled
0 references
forward-starting
0 references
in-progress
0 references
Australian-Asian option
0 references
0 references
0 references
0.8960751
0 references
0.88755304
0 references
0.8797398
0 references
0.8774682
0 references
0.87371725
0 references
0.87331307
0 references
0.8700211
0 references
