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Asian options with zero cost-of-carry: EEX options on freight and iron ore futures - MaRDI portal

Asian options with zero cost-of-carry: EEX options on freight and iron ore futures (Q2044818)

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scientific article; zbMATH DE number 7380455
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English
Asian options with zero cost-of-carry: EEX options on freight and iron ore futures
scientific article; zbMATH DE number 7380455

    Statements

    Asian options with zero cost-of-carry: EEX options on freight and iron ore futures (English)
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    10 August 2021
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    Asian options
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    arithmetic average rate options
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    zero cost-of-carry
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    European energy exchange
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    freight futures options
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    iron ore futures options
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