Analytical pricing of discretely monitored Asian-style options : theory and application to commodity markets
Gianluca Fusai; Marina Marena; Andrea Roncoroni
| Year of publication: |
2008
|
|---|---|
| Authors: | Fusai, Gianluca ; Marena, Marina ; Roncoroni, Andrea |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 32.2008, 10, p. 2033-2045
|
| Subject: | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Energiemarkt | Energy market | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10003778579