OPTION PRICING FOR WEIGHTED AVERAGE OF ASSET PRICES (Q3103657)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTION PRICING FOR WEIGHTED AVERAGE OF ASSET PRICES |
scientific article |
Statements
OPTION PRICING FOR WEIGHTED AVERAGE OF ASSET PRICES (English)
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8 December 2011
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weighted average option
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weighted sums
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conditional expectation
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geometric average
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arithmetic average
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