Analytic approximation formulare for pricing forward-starting Asian options
Chueh-yung Tsao; Chuang-chang Chang; Chung-gee Lin
| Year of publication: |
2003
|
|---|---|
| Authors: | Tsao, Chueh-yung ; Chang, Chuang-chang ; Lin, Chung-gee |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 23.2002, 5, p. 487-516
|
| Subject: | Optionspreistheorie | Option pricing theory | Mathematische Optimierung | Mathematical programming | Optionsgeschäft | Option trading |
| 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/10001769702