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Q5699222 - MaRDI portal

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scientific article; zbMATH DE number 2217299
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English
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scientific article; zbMATH DE number 2217299

    Statements

    publication date
    27 September 2006
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    zbMATH Keywords
    Johnson's formula for the option on the maximum of several asset
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    MAP strategy
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    option on the arithmetic mean of several assets
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    author
    Silvia Romagnoli
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    Tiziano Vargiolu
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    Identifiers

    zbMATH DE Number
    2217299
    0 references
     
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