Analytic bounds and approximations for annuities and Asian options (Q931209)
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scientific article; zbMATH DE number 5292550
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytic bounds and approximations for annuities and Asian options |
scientific article; zbMATH DE number 5292550 |
Statements
Analytic bounds and approximations for annuities and Asian options (English)
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25 June 2008
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Asian option
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Brownian motion
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analytic
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closed-form
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lower bound
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annuity
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fixed strike
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continuously sampled
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