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On the equivalence of floating and fixed-strike Asian options

Vicky Henderson; Rafa L. Wojakowski
Year of publication:
2001
Authors: Henderson, Vicky ; Wojakowski, Rafa L.
Publisher: Oxford : Oxford Financial Research Centre
Subject: Asian options | floating strike Asian options | put call symmetry | change of numeraire | time reversal | Brownian motion | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Asien | Asia | Arbeitskampf | Industrial action | Flexibler Wechselkurs | Flexible exchange rate
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