A unified approach for the pricing of options relating to averages
Hideharu Funahashi, Masaaki Kijima
| Year of publication: |
July 2017
|
|---|---|
| Authors: | Funahashi, Hideharu ; Kijima, Masaaki |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 20.2017, 3, p. 203-229
|
| Subject: | Generalized Asian option | Floating strike | Fixed strike | Discretely sampled | Continuously sampled | Forward-starting | In-progress | Australian-Asian option | Optionsgeschäft | Option trading | Arbeitskampf | Industrial action | Optionspreistheorie | Option pricing theory | Stichprobenerhebung | Sampling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011935995