Sum of all Black-Scholes-Merton models: An efficient pricing method for spread, basket, and Asian options
| Year of publication: |
2018
|
|---|---|
| Authors: | Choi, Jaehyuk |
| Published in: |
Journal of Futures Markets. - Wiley, ISSN 0270-7314, ZDB-ID 2002201-3. - Vol. 38.2018, 6 (30.03.), p. 627-644
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/fut.21909 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012082105