Asian options, the sum of lognormals, and the reciprocal gamma distribution
Moshe Arye Milevsky and Steven E. Posner
| Year of publication: |
1998
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|---|---|
| Authors: | Milevsky, Moshe Arye |
| Other Persons: | Posner, Steven E. (contributor) |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 33.1998, 3, p. 409-422
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| Subject: | Optionspreistheorie | Option pricing theory | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | 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/10001251497