Equivalent martingale measure in Asian geometric average option pricing
Yonggang Zhu
| Year of publication: |
2014
|
|---|---|
| Authors: | Zhu, Yonggang |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 4.2014, 4, p. 304-308
|
| Subject: | Asian Geometric Average Options | Equivalent Martingale Measure | Black-Scholes Option Pricing Model | Strike Price | Optionspreistheorie | Option pricing theory | Martingal | Martingale | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model | CAPM | Asien | Asia | Derivat | Derivative |
| 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/10011312412