Moment-matching approximations for Asian options
Chien-Ling Lo, Kenneth J. Palmer, and Min-The Yu
| Year of publication: |
2014
|
|---|---|
| Authors: | Lo, Chien-ling ; Palmer, Kenneth J. ; Yu, Min-the |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 21.2014, 4, p. 103-122
|
| Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Asien | Asia |
| 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/10010387678