Closed‐form lower bounds for the price of arithmetic average Asian options by multiple conditioning
| Year of publication: |
2021
|
|---|---|
| Authors: | Choe, Geon Ho ; Kim, Minseok |
| Published in: |
Journal of Futures Markets. - Wiley, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 41.2021, 12 (17.09.), p. 1916-1932
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/fut.22265 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012632644