A unified approach for the pricing of options relating to averages
type: Item
instance of: scholarly article
title: A unified approach for the pricing of options relating to averages
zbMATH Open document ID: 1418.91512
author: Hideharu Funahashi
author: Masaaki Kijima
published in: Review of Derivatives Research
publication date: 2018-11-30T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G60
zbMATH DE Number: 6987328
zbMATH Keywords: generalized Asian option
zbMATH Keywords: floating strike
zbMATH Keywords: fixed strike
zbMATH Keywords: discretely sampled
zbMATH Keywords: continuously sampled
zbMATH Keywords: forward-starting
zbMATH Keywords: in-progress
zbMATH Keywords: Australian-Asian option
MaRDI profile type: Publication
full work available at URL: s11147-017-9128-4
OpenAlex ID: W2586314731
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DOI: 10.1007/S11147-017-9128-4
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description: scientific article; zbMATH DE number 6987328