Pricing American Asian options with higher moments in the underlying distribution
type: Item
instance of: scholarly article
title: Pricing American Asian options with higher moments in the underlying distribution
zbMATH Open document ID: 1152.91534
author: Keng-Hsin Lo
author: Kehluh Wang
author: Ming-Feng Hsu
published in: Journal of Computational and Applied Mathematics
publication date: 2008-11-20T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60G40
zbMATH DE Number: 5370035
zbMATH Keywords: American Asian options
zbMATH Keywords: Edgeworth binomial model
zbMATH Keywords: higher moment
MaRDI profile type: Publication
full work available at URL: j.cam.2008.01.012
OpenAlex ID: W2028631907
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DOI: 10.1016/J.CAM.2008.01.012
description: scientific article; zbMATH DE number 5370035