Estimation of ask and bid prices for geometric Asian options

DOI10.1155/2019/6276250zbMath1453.91093OpenAlexW2922311934MaRDI QIDQ2296530

Yanyan Li

Publication date: 18 February 2020

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2019/6276250

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items

Estimation of the bid-ask prices for the European discrete geometric average and arithmetic average Asian options

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