Asian Options, the Sum of Lognormals and the Reciprocal Gamma Distribution
Year of publication: |
[2008]
|
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Authors: | Milevsky, Moshe Arye |
Other Persons: | Posner, Steven E. (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Notes: | In: Journal of Financial and Quantitative Analysis, September 1998 Volltext nicht verfügbar |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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