Path averaged option value criteria for selecting better options (Q2817582)
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scientific article; zbMATH DE number 6621512
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Path averaged option value criteria for selecting better options |
scientific article; zbMATH DE number 6621512 |
Statements
1 September 2016
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Black-Scholes equations
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European options
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path-averaged option value
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0.8338984
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0.8312624
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0.81106246
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0.8107989
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0.80970633
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0.8061834
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0.7968932
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0.7859411
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0.78121376
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Path averaged option value criteria for selecting better options (English)
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