scientific article; zbMATH DE number 2217299
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Publication:5699222
zbMATH Open1150.91342MaRDI QIDQ5699222
Tiziano Vargiolu, Silvia Romagnoli
Publication date: 27 September 2006
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Johnson's formula for the option on the maximum of several assetMAP strategyoption on the arithmetic mean of several assets
Microeconomic theory (price theory and economic markets) (91B24) Derivative securities (option pricing, hedging, etc.) (91G20)
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