On the equivalence of floating- and fixed-strike Asian options (Q3153663)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the equivalence of floating- and fixed-strike Asian options |
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On the equivalence of floating- and fixed-strike Asian options (English)
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6 February 2003
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Asian option
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floating-strike Asian option
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put call symmetry
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change of numéraire
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time reversal
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Brownian motion
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