On the Qualitative Effect of Volatility and Duration on Prices of Asian Options
Year of publication: |
2008-02
|
---|---|
Authors: | Carr, Peter ; Ewald, Christian-Oliver ; Xiao, Yajun |
Institutions: | Centre for Research into Industry, Enterprise, Finance and the Firm (CRIEFF), University of St. Andrews |
Subject: | Asian Options | Volatility | Vega | Duration | Qualitative Riskmanagement |
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