Asian and Australian options: a common perspective
type: Item
instance of: scholarly article
title: Asian and Australian options: a common perspective
zbMATH Open document ID: 1402.91772
author: Christian-Oliver Ewald
author: Olaf Menkens
author: Sai Hung Marten Ting
publication date: 2018-11-01T00:00:00Z
full work available at URL: Australians and Asians JEDC April 2013.pdf
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6970188
zbMATH Keywords: asset pricing
zbMATH Keywords: derivatives
zbMATH Keywords: Asian options
zbMATH Keywords: quanto options
zbMATH Keywords: dollar cost averaging (DCA)
zbMATH Keywords: numerical methods
MaRDI profile type: Publication
OpenAlex ID: W3124966836
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DOI: 10.1016/J.JEDC.2013.01.006
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6970188